Deciding how much to restrict the capacity
		• How do we decide which limit to use and how strong to make the limit? – If we use the test data we get an unfair prediction of the error rate we would get on new test data. – Suppose we compared a set of models that gave random results, the best one on a particular dataset would do better than chance.  But it wont do better than chance on another test set. • So use a separate validation set to do model selection.