Stratification, Groups and Time

49 min
Block 7 — Train, validation and test
Objective
state the rule that subordinates the splitting protocol to the dependence structure of the data; define stratification rigorously and measure the variance reduction it actually buys; recognize a group dependence and put a number on the inflation that a group leak produces; establish the chronological evaluation protocol, the purge and the embargo; and select the scikit-learn splitter that matches each structure, including the cases where several constraints apply at once.
Estimated duration
70 minutes
Prerequisites
chapters 005, 010, 026
Associated quizzes
027.1-quiz-dependence-structure.md to 027.6-quiz-choosing-the-splitter.md

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This lesson is part of the “Splitting the Data: Train, Validation, Test” module

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