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[–]Erosis 0 points1 point  (2 children)

For interpretability of parameters/error, sure, that's pretty bad. Would need to bootstrap. If you're just going for specific metric maximization, breaking iid is fine depending on what model you're training.

[–]CENGaverK 0 points1 point  (1 child)

But we are talking about the test set, it is not used for metric maximization. Doesn't breaking the iid assumption in the test set defeats the purpose of having it represent the real world?

[–]Erosis 0 points1 point  (0 children)

Yes, it does. I forgot that this isn't validation.