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Finding Robust Models Using a Stratified Design

  • Rohan A. Baxter
Conference paper
Part of the Lecture Notes in Computer Science book series (LNCS, volume 4304)

Abstract

Predictive performance in model selection is often estimated using out-of-sample validation and test datasets. The assumption is that the test and validation datasets are from the same population as the training dataset. This assumption may not apply in the common application context where the model is applied to scoring of future data. This paper proposes a sample design which can lead to better model performance and robust estimates of model generalization error. The sample design is shown applied to a collection scoring application.

Keywords

Test Dataset Credit Risk Validation Dataset Challenger Design Data Mining Application 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2006

Authors and Affiliations

  • Rohan A. Baxter
    • 1
  1. 1.Analytics Project, Office of the Chief Knowledge OfficerAustralian Taxation Office

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