Using a validation set
Divide the total dataset into three subsets:
Training data is used for learning the
parameters of the model.
Validation data is not used of learning but is
used for deciding what type of model and
what amount of regularization works best.
Test data is used to get a final, unbiased
estimate of how well the network works. We
expect this estimate to be worse than on the
validation data.
We could then re-divide the total dataset to get
another unbiased estimate of the true error rate.