Optimal ratio for data splitting

Statistical Analysis and Data Mining

article

V. Roshan Joseph¹ 

[1] H. Milton Stewart School of Industrial and Systems Engineering, Georgia Institute of Technology

关键词: testing;    training;    validation;   

DOI  :  10.1002/sam.11583

学科分类：社会科学、人文和艺术（综合）

来源: John Wiley & Sons, Inc.

【 摘 要 】

It is common to split a dataset into training and testing sets before fitting a statistical or machine learning model. However, there is no clear guidance on how much data should be used for training and testing. In this article, we show that the optimal training/testing splitting ratio is p : 1 $$ sqrt{p}:1 $$ , where p $$ p $$ is the number of parameters in a linear regression model that explains the data well.

【 授权许可】

Unknown