Usage of test data in early stopping
 

The test data is used to measure the performance of the final hypothesis g* on new data. After you evaluate g* on the test data there is no going back, because the performance evaluation contaminates the test data from further training.

Given this, it seems strange to use the test data iteratively as in the early stopping method. Is this really test data or is it validation data (as in train + validation + test)?

edit: Ask because in the lecture the Professor says "test set".

Re: Usage of test data in early stopping
 

You are right about the role of a test set, and this is indeed a validation set not a test set if a decision such as early stopping is made. As noted, when the decision is simple (single parameter such as when to stop), the contamination is minimal.

Re: Usage of test data in early stopping
 

Thanks. Your feedback in the forum is highly appreciated.