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What is the purpose of a separate test set in addition to a validation set?

A It gives an unbiased estimate because it is never used for tuning decisions
B It doubles the training data
C It speeds up training
D It is required by scikit-learn

Answer

It gives an unbiased estimate because it is never used for tuning decisions

Every tuning decision made against the validation set leaks a little information, so validation performance becomes optimistic over many experiments.

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