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VisualizationsApplied Machine Learning

Random Split Leakage

Shuffle a random split of 40 days of sales, and most guesses borrow from days after the test day. Switch to a cut-off date to see the honest, larger miss.

3040506070cupsDay 110203040
training daytest daymodel's guessday it usedmiss
Average miss on the 8 test days
1.8 cups
filling gaps between days
Training days dated after a test day
29
the future leaked in

Most guesses lean on a training day from after the test day, so they only fill a gap.

The model: average the nearest training day on each side. If no training day comes after, copy the one before.

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