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Data Leakage

Leakage is when information from your test set reaches your model during training. The result is an accuracy figure that is real in the sense that you computed it correctly, and worthless in the sense that it will not survive contact with new data. It is the single most common reason a promising neuroimaging classifier fails to replicate, and it is usually invisible — the code runs, the numbers look good, nothing errors.

Three forms account for most cases in this field:

The general rule: the split comes first, and every fitted transformation is fitted inside the training fold only.