I've made several experimentations in a classification problem, I've got these results:
- Train: 0.99, CV: 0.95 +/- 0.01, Test: 0.96
- Train: 0.97, CV: 0.94 +/- 0.01, Test: 0.94
- Train: 0.93, CV: 0.93 +/- 0.00, Test: 0.93
Now that I have to choose among those which one to deploy in my app, I am wondering if I should take the 3rd because it shows no over-fitting, or take the 1st because in spite of the gap (3%) between Train & Validation the CV show a stable roc-auc and the Test confirms it. or the 2nd because it's something in between the two ?
What would you recommand ?