Training Sets, Test Sets, and 10-fold Cross-validation

Editor's note: This is an excerpt from Ron Zacharski's freely available online book titled A Programmer's Guide to Data Mining: The Ancient Art of the Numerati. At the end of the previous chapter we worked with three different datasets: the women athlete dataset, the iris dataset, and the auto miles-per-gallon one. We divided each of these datasets in turn into two subsets. One subset we used to construct the classifier. This data set is called the training set.