Connecting Test data set to Interactive Grouping in EM

[ggfggrr]

Is the following sequence of connecting the Traing/Validation/Test  data sets to Interactive Grouping is right way to do while building the scorecard?

SAS Code - Splits the data set into Training and Validation

Risk_features_test - is the Test data set

I am wondering for the reason that, since test dataset is also used for interactive grouping, whether this will cause false high performance on the test data set.

Thanks

[WendyCzika · Accepted solution]

Assuming you have the role for your Test data set set to Test, then yes this should be correct.

The IGN node doesn't group based on the test data, so no worries about overfitting to that.

[ggfggrr]

Thank you so much Wendy, it is really a motivating help in my learning.

Kind regards,

Mari

[busrafenerci1]

Hello,

I am wondering validation data is used for interactive grouping? If it is not, how can I force to use validation set also.

Thanks,