Generalization in statistical learning
= Generalization in statistical learning
= Generalization
{synonym}
Generalization is the ability of a fitted prediction rule to perform well on new observations under a specified target <probability distribution>. It is assessed through <prediction error> rather than <training error>. The target distribution and use of data are part of the question: <dataset shift> can change performance, and <data leakage> can make an apparent assessment misleading.