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3. The test set is not necessarily harder, but just different, from the dev set. So what works
well on the dev set just does not work well on the test set. In this case, a lot of your work
to improve dev set performance might be wasted effort.
Working on machine learning applications is hard enough. Having mismatched dev and test
sets introduces additional uncertainty about whether improving on the dev set distribution
also improves test set performance. Having mismatched dev and test sets makes it harder to
figure out what is and isn’t working, and thus makes it harder to prioritize what to work on.
If you are working on a 3rd party benchmark problem, their creator might have specified dev
and test sets that come from different distributions. Luck, rather than skill, will have a
greater impact on your performance on such benchmarks compared to if the dev and test
sets come from the same distribution. It is an important research problem to develop
learning algorithms that are trained on one distribution and generalize well to another. But if
your goal is to make progress on a specific machine learning application rather than make
research progress, I recommend trying to choose dev and test sets that are drawn from the
same distribution. This will make your team more efficient.
Page 18 Machine Learning Yearning-Draft Andrew Ng