Model validation in machine learning: A scenario-based guide from hold-out splits to nested group cross-validation in biomedical and applied research
This study addresses the issues of information leakage and optimistic bias in performance evaluation arising from improper data splitting during machine learning model validation. Focusing on biomedical contexts, it systematically reviews validation strategies and contrasts flawed versus leakage-free designs through eight controlled experiments. Employing techniques such as nested grouped cross-validation for reproducible simulations, this work proposes deployment-oriented, scenario-specific validation guidelines. Its primary contributions include practical tools—namely decision trees, checklists, and code templates—that operationalize the core principle of aligning independent units with deployment objectives within an auditable evaluation framework. Ultimately, these contributions significantly enhance the reliability and standardization of machine learning model validation practices.