Re: Selecting Data for Training, Testing and Validation
If the data changes systematically over time (e.g. in the long run the stock market rises), the time stamp should be part of the data to learn from.
If the world has changed in an unexpected way since the original data was collected (e.g. spammers have devised new ways to get around spam filters), new data is necessary, and the fresher the data the better the prediction.
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