Adversarial validation

How to determine whether your training and test data come from the same distribution.

I want to show you a clever trick you didn't know before.

Imagine you have six months' worth of data. You want to build a model, so you take the first five months to train it. Then, you use the last month to test it.

This is a common approach for building machine learning models.

Unfortunately, you may find out your model works well with the train data but…