Tutorvo

Data Leakage: Scaling Before Splitting, Duplicates Across Folds and Rolling-Origin Checks

Lesson 7 of 817 minLab

This lesson is part of the course

In this lesson

You scale temperatures with minimum and maximum taken from the training rows only, flag records that appear in two folds and check a forecasting rule month by month in time order instead of with shuffled folds.

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Lessons in this course

  1. Three Piles of Data: Train, Validation & Test Splits from a Shuffle NumberLab14 min Locked
  2. k-Fold Cross-Validation: Assigning Folds with MOD and Stratifying by ClassLab15 min Locked
  3. A Toy Model per Fold: k-Nearest-Neighbour Predictions for a Held-Out DayLab15 min Locked
  4. Fold Scores: Mean Absolute Error per Fold, the CV Estimate and Its SpreadLab15 min Locked
  5. Grid Search: A Setting × Fold Table, the Best k and the One-Standard-Error RuleLab16 min Locked
  6. Under- and Overfitting: Training vs Validation Error by Model ComplexityLab15 min Locked
  7. Data Leakage: Scaling Before Splitting, Duplicates Across Folds and Rolling-Origin ChecksLab17 min Locked
  8. The Final Report: Choose by CV, Retrain on All Pool Days and Score the Test Set OnceLab16 min Locked