Validation Set

The validation data set is a set of data for the function you want to learn, which you are not directly using to train the network. You are training the network with a set of data which you call the training data set. If you are using gradient based algorithm to train the network then the error surface and the gradient at some point will completely depend on the training data set thus the training data set is being directly used to adjust the weights. To make sure you don't overfit the network you need to input the validation dataset to the network and check if the error is within some range. Because the validation set is not being using directly to adjust the weights of the netowork, therefore a good error for the validation and also the test set indicates that the network predicts well for the train set examples, also it is expected to perform well when new example are presented to the network which was not used in the training process.

Early stopping is a way to stop training. There are different variations available, the main outline is, both the train and the validation set errors are monitored, the train error decreases at each iteration (backprop and brothers) and at first the validation error decreases. The training is stopped at the moment the validation error starts to rise. The weight configuration at this point indicates a model, which predicts the training data well, as well as the data which is not seen by the network . But because the validation data actually affects the weight configuration indirectly to select the weight configuration. This is where the Test set comes in. This set of data is never used in the training process. Once a model is selected based on the validation set, the test set data is applied on the network model and the error for this set is found. This error is a representative of the error which we can expect from absolutely new data for the same problem.

EDIT:

Also, in the case you do not have enough data for a validation set, you can use crossvalidation to tune the parameters as well as estimate the test error.

摘录自 https://stackoverflow.com/questions/2976452/whats-is-the-difference-between-train-validation-and-test-set-in-neural-networ

另外，K-fold Cross Validation 中 training set 和 validation set 的误差是 K 个循环中的平均值。