How to Cheat with Data Mining

August 6, 2011

Usually data miners don’t cheat. The reason is simple: you cannot cheat with the future. In reality, it’s a bit more complicated. A data miner may be cheating without knowing it. Here are a few examples:

First, one may cheat by learning the training set by heart. If you cheat (in any way) on your training set, it will certainly be visible on the test set (overfitting).