Overview of the Make Validation Column Platform

Validation is the process of using part of a data set to estimate model parameters and using another part to assess the predictive ability of a model. With complex data, this can reduce the risk of model overfitting.

A validation column partitions the data into two or three parts.

• The training set is used to estimate the model parameters.

• The validation set is used to help choose a model with good predictive ability.

• The testing set checks the model’s predictive ability after a model has been chosen.

A validation column can be used as a validation method in many JMP platforms. See Platforms That Support Validation in the Statistical Details section.

The Make Validation Column platform enables you to create training, validation, and test sets using a variety of methods. You can specify stratification, grouping, or cutpoint columns to determine the method used to create the validation column.