A Comparative study of data splitting algorithms for machine learning model selection

Sammanfattning: Data splitting is commonly used in machine learning to split data into a train, test, or validation set. This approach allows us to find the model hyper-parameter and also estimate the generalization performance. In this research, we conducted a comparative analysis of different data partitioning algorithms on both real and simulated data. Our main objective was to address the question of how the choice of data splitting algorithm can improve the estimation of the generalization performance. Data splitting algorithms used in this study were variants of k-fold, Kennard-Stone, SPXY ( sample set partitioning based on joint x-y distance), and random sampling algorithm. Each algorithm divided the data into two subset, training/validation. The training set was used to fit the model and validation for the evaluation. We then analyzed the different data splitting algorithms based on the generalization performances estimated from the validation and the external test set. From the result, we noted that the important determinant for a good generalization is the size of the dataset. For all the data sample methods applied on small data set, the gap between the performance estimated on the validation and test set was significant. However, we noted that the gap reduced when there was more data in training or validation. Too many or few data in the training set can also lead to bad model performance. So it is importance to have a reasonable balance between the training/validation set sizes. In our study, KS and SPXY was the splitting algorithm with poor model performance estimation. Indeed these methods select the most representative samples to train the model, and poor representative samples are left for model performance estimation.