validation set in neural network

本文深入探讨了神经网络训练过程中的三个关键阶段:训练集调整权重、验证集防止过拟合及测试集评估最终模型。阐述了如何利用独立数据集有效避免过拟合现象,确保模型泛化能力。

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Two effects.

ONE

workflow like:

for each epoch
    for each training data instance
        propagate error through the network
        adjust the weights
        calculate the accuracy over training data
    for each validation data instance
        calculate the accuracy over the validation data
    if the threshold validation accuracy is met
        exit training
    else
        continue training

i.e.,
Training Set: this data set is used to adjust the weights on the neural network.

Validation Set: this data set is used to minimize overfitting. You’re not adjusting the weights of the network with this data set, you’re just verifying that any increase in accuracy over the training data set actually yields an increase in accuracy over a data set that has not been shown to the network before, or at least the network hasn’t trained on it (i.e. validation data set). If the accuracy over the training data set increases, but the accuracy over the validation data set stays the same or decreases, then you’re overfitting your neural network and you should stop training.

Testing Set: this data set is used only for testing the final solution in order to confirm the actual predictive power of the network.

TWO

Validation Set: A set of examples used to tune the parameters(i.e., architecture, not weights) of a classifier, for example to choose the number of hidden units in a neural network.

The basic process of using a validation set for model selection (as part of training set, validation set, and test set) is:
Since our goal is to find the network having the best performance on new data, the simplest approach to the comparison of different networks is to evaluate the error function using data which is independent of that used for training. Various networks are trained by minimization of an appropriate error function defined with respect to a training data set. The performance of the networks is then compared by evaluating the error function using an independent validation set, and the network having the smallest error with respect to the validation set is selected. This approach is called the hold out method. Since this procedure can itself lead to some overfitting to the validation set, the performance of the selected network should be confirmed by measuring its performance on a third independent set of data called a test set.

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