Why do you split data into training and validation sets

1. Understanding Overfitting and Generalization

The primary goal of a machine learning model is to make accurate predictions on new, unseen data. To achieve this, a model must generalize well, meaning it should capture the underlying patterns in the data without being overly tailored to the specific samples it was trained on. This is where the concept of overfitting comes into play. Overfitting occurs when a model learns the details and noise in the training data to the extent that it negatively impacts the performance of the model on new data. By splitting the data into separate training and validation sets, you can train the model on one subset of the data and then test its performance on a different subset. This helps in assessing how well the model generalizes to new data.

2. Model Selection and Hyperparameter Tuning

When building a model, you often need to make choices about which model to use (e.g., linear regression, decision trees, neural networks)and how to configure it (setting hyperparameters like the depth of the tree, learning rate, etc.). The validation set enables you to compare different models and configurations to see which performs best. By using a separate validation set that the model has not seen during training, you can more accurately assess how different models and settings will perform on unseen data.

3. Assessing Model Robustness

Using a separate validation set also allows you to assess the robustness of your model. A robust model should perform consistently across different datasets. If a model performs well on the training data but poorly on the validation data, it may be a sign that the model is not robust and is overfitting to the training data.

4. Preventing Data Leakage

Data leakage occurs when information from outside the training dataset is used to create the model. This can happen if the model is inadvertently exposed to the test data during training, leading to overly optimistic performance estimates. Splitting the data into distinct training and validation sets and ensuring that there's no overlap between them helps prevent data leakage.

5. Evaluating Real-world Performance

In real-world applications, models often encounter data that may differ in some ways from the data they were trained on. By using a separate validation set, especially one that is representative of the data the model will encounter in practice, you can better assess how the model will perform in real-world conditions.

6. Reducing the Impact of Random Variability

Data often contain random variability or noise. Training and validating on different datasets help ensure that the model's performances not just a result of specific random noise in a single dataset.

7. Efficient Use of Data

In situations where the amount of data is limited, it's particularly important to use the data efficiently. Splitting the dataset into training and validation sets allows for the effective use of available data, ensuring that the model is trained on sufficient data while also leaving enough data for a meaningful assessment of its performance.

8. Compliance with Statistical Assumptions

Many statistical learning methods assume that the training and test data are independent and identically distributed. Splitting the data into training and validation sets helps meet this assumption by ensuring that the test set is separate from and not influenced by the training process.

9. Iterative Improvement

The process of model development is often iterative. You build a model, evaluate its performance on the validation set, and then go backend make improvements. This iterative process of training, validating, and modifying helps in refining the model for better performance.

10. Industry Best Practices and Reproducibility

Finally, splitting data into training and validation sets is considered a best practice in the field of data science and machine learning. It's a fundamental part of a robust, reproducible approach to model development and evaluation.

In summary, the division of data into training and validation sets is a cornerstone of responsible model development. It ensures that models are not only tailored tithe specific data they are trained on but are also capable of performing well on new, unseen data, thus achieving the primary goal of predictive modeling. This practice helps navigate the challenges of overfitting, model selection, robustness, data leakage, and real-world application, ensuring the development of reliable and effective models.