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.

There can be confusion in applied machine learning about how to train a final model.

This error is seen with beginners to the field who ask questions such as:

• How do I predict with cross validation?
• Which model do I choose from cross-validation?
• Do I use the model after preparing it on the training dataset?

This post will clear up the confusion.

In this post, you will discover how to finalize your machine learning model in order to make predictions on new data.

Let’s get started.

What is a Final Model?

A final machine learning model is a model that you use to make predictions on new data.

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
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