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For questions related to validation datasets, which are used for hyper-parameter optimization, early stopping or cross-validation. They are sometimes referred to as held-out datasets, but this latter term could also be used to refer to test datasets (i.e. the datasets used to assess the generalisation of the model).

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How to perform PCA in the validation/test set?

I was using PCA on my whole dataset (and, after that, I would split it into training, validation, and test datasets). However, after a little bit of research, I found out that this is the wrong way to …
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