如何训练最终机器学习模型 How to Train a Final Machine Learning Model

The machine learning model that we use to make predictions on new data is called the final model.
我们用来对新数据进行预测的机器学习模型称为最终模型。

There can be confusion in applied machine learning about how to train a final model.
在应用机器学习中，关于如何训练最终模型可能会感到困惑。

This error is seen with beginners to the field who ask questions such as:
该领域的初学者会提出以下问题，从而看到此错误：

• How do I predict with cross validation?
  如何通过交叉验证进行预测？
• Which model do I choose from cross-validation?
  我应该从交叉验证中选择哪种模型？
• Do I use the model after preparing it on the training dataset?
  在训练数据集上准备模型后，是否使用模型？
• This post will clear up the confusion.
  这篇文章将消除混乱。

In this post, you will discover how to finalize your machine learning model in order to make predictions on new data.
在这篇文章中，您将了解如何最终确定您的机器学习模型，以便对新数据进行预测。

Let’s get started. 让我们开始吧。

What is a Final Model? 什么是最终模型？

A final machine learning model is a model that you use to make predictions on new data.
最终的机器学习模型是用于对新数据进行预测的模型。

That is, given new examples of input data, you want to use the model to predict the expected output. This may be a classification (assign a label) or a regression (a real value).
也就是说，给定输入数据的新示例，您希望使用该模型来预测预期输出。这可能是分类（分配标签）或回归（实际值）。

For example, whether the photo is a picture of a dog or a cat, or the estimated number of sales for tomorrow.
例如，照片是狗还是猫的照片，或者明天的估计销售数量。

The goal of your machine learning project is to arrive at a final model that performs the best, where “best” is defined by:
机器学习项目的目标是得出性能最佳的最终模型，其中“最佳”的定义如下：

• Data: the historical data that you have available.
  数据：您拥有的历史数据。
• Time: the time you have to spend on the project.
  时间：您必须花在项目上的时间。
• Procedure: the data preparation steps, algorithm or algorithms, and the chosen algorithm configurations.
  过程：数据准备步骤、算法或算法以及所选的算法配置。

In your project, you gather the data, spend the time you have, and discover the data preparation procedures, algorithm to use, and how to configure it.
在项目中，您可以收集数据，花费您拥有的时间，并发现数据准备过程、要使用的算法以及如何配置它。

The final model is the pinnacle of this process, the end you seek in order to start actually making predictions.
最终模型是这个过程的顶峰，你为了开始实际做出预测而寻求的目的。

The Purpose of Train/Test Sets 训练/测试集的目的

Why do we use train and test sets?
为什么我们使用训练集和测试集？

Creating a train and test split of your dataset is one method to quickly evaluate the performance of an algorithm on your problem.
创建数据集的训练和测试拆分是快速评估算法对问题的性能的一种方法。

The training dataset is used to prepare a model, to train it.
训练数据集用于准备模型和训练它。

We pretend the test dataset is new data where the output values are withheld from the algorithm. We gather predictions from the trained model on the inputs from the test dataset and compare