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Day 03 — Part 2: Model Evaluation

A model that achieves 99% accuracy on a fraud dataset and catches 0% of actual fraud has failed completely. Evaluation is not a formality you run after training — it is the mechanism that tells you whether your model does what the business actually needs. This session covers how to measure performance honestly, choose the right metric, and tune models without fooling yourself.

Session Overview

Difficulty: Intermediate Reading time: ~2.5 hours | Exercises: ~2 hours Prerequisites: Feature Engineering (Day 03 Part 1) · Classification metrics (precision, recall, F1) · Regression metrics (MAE, RMSE, R²) · Scikit-learn workflow

What You Will Learn

  • Why evaluation is harder than it looks, and where it goes wrong
  • How cross-validation gives you a reliable estimate of generalisation performance
  • Which regression metrics to use and when
  • How to read a confusion matrix, ROC curve, and precision-recall curve
  • How to tune hyperparameters without leaking information from the test set

Session Map

# Topic File
1 Evaluation Overview 01-evaluation-overview.md
2 Cross-Validation 02-cross-validation.md
3 Regression Evaluation 03-regression-evaluation.md
4 Classification Evaluation 04-classification-evaluation.md
5 Model Selection and Tuning 05-model-selection-and-tuning.md
6 Exercises 06-exercises.md

Estimated Time

Activity Time
Reading all notes 60–75 min
Code walkthroughs 30 min
Exercises 60–90 min

Difficulty: Intermediate. You need familiarity with scikit-learn, train/test splits, and at least one classification or regression model.

Prerequisites

Before starting this session, you should be comfortable with:

  • Fitting models with scikit-learn (fit, predict)
  • Train/test splits (train_test_split)
  • Basic pandas for data manipulation
  • Week 01 statistics — mean, variance, distributions

Start here: 01-evaluation-overview