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The first time we use a train-validation-test split for parameter tuning is at the beginning of M3 in this exercise, as we (silently) use CV within the training set and then we score the model in a fixed test set (as in this figure).
The first time we use a train-validation-test split for parameter tuning is at the beginning of M3 in this exercise, as we (silently) use CV within the training set and then we score the model in a fixed test set (as in this figure).
Nowadays we explain this concept, as well as nested cross-validation, in the Evaluation and hyperparameter tuning notebook. But it would be better if we had a video to dynamically show the swapping folds in the train-validation set, similar to the Validation of a model video.
See also #755.
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