MullOverThings

Useful tips for everyday

Do you scale the test set?

Do you scale the test set?

The test set must use identical scaling to the training set. And the point is given that: Do not scale the training and test sets using different scalars: this could lead to random skew in the data.

How do you scale train data?

Good practice usage with the MinMaxScaler and other scaling techniques is as follows:

1. Fit the scaler using available training data. For normalization, this means the training data will be used to estimate the minimum and maximum observable values.
2. Apply the scale to training data.
3. Apply the scale to data going forward.

How do you scale test and train data?

In summary:

1. Step 1: fit the scaler on the TRAINING data.
2. Step 2: use the scaler to transform the TRAINING data.
3. Step 3: use the transformed training data to fit the predictive model.
4. Step 4: use the scaler to transform the TEST data.
5. Step 5: predict using the trained model (step 3) and the transformed TEST data (step 4).

Why do we need to re use training parameters to transform test data?

The reason is that we want to pretend that the test data is “new, unseen data.” We use the test dataset to get a good estimate of how our model performs on any new data. That’s an intuitive case to show why we need to keep and use the training data parameters for scaling the test set.

Should you scale before or after train test split?

Yes, scaling should be done on both the training data and the test data. Additionally, the scaling should be the same. If you scale the training set one way and the testing set another way, this will still create issues.

Why is feature scaling only to training set?

As with all the transformations, it is important to fit the scalers to the training data only, not to the full dataset (including the test set). Only then can you use them to transform the training set and the test set (and new data)

How to scaling training set and test data?

Using normalization, you make the scale of them the same as each other, helps accelerate the learning process. You should find the mean and variance for each feature separately on your training data. then during training and testing each feature should be reduced by the corresponding mean and be divided by the corresponding standard deviation.

How to scale training and validation data in real time?

Divide the sample data in training and validation set. Scale training data. Using same factor as training data (example mean and variance of training data) scale test data. For in production prediction in real time use the above stored value to scale the feature.

When to train a final machine learning model?

This can be a big deal if it takes days, weeks, or months to train a model. Your model will likely perform better when trained on all of the available data than just the subset used to estimate the performance of the model. This is why we prefer to train the final model on all available data.