Topic: First appling feature scaling (e.g. standardisation) to a data set and then splitting the data set into train and test set, can introduce data leakage.

Question: Although this is clear to me qualitatitively I was wondering if you can advice a method to quantitatively measure this effect.

I optioned using covariance between train and test set in the two scenarios (scaling first - split then vs split first - scaling then) but covariance is limited to dataset with the same dimension, which is never the case.


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