Compare models out of sample
Model A training RMSE=2.1, test RMSE=8.7. Model B training RMSE=4.0, test RMSE=4.6.
- Generalization matters more than training fit.
- Apply the method to this new case and check the strongest alternative.
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PRACTICE MISSIONreplication, alternative explanations, model fit, and revision
replication, alternative explanations, model fit, and revision
Which model should lead deployment?
MODELModel Stress Test
LAB
PROVEChoose with evidence
CLUE
Pause. Find what matters. Then make your move.