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Despite there are multiple questions about it, I cannot figure a solution about my problem. I have built a simple neural network classifier on the MNIST database. I have divided it in training, validation, and test sets. Then on the first two sets I have obtained the hyperparameters, in particular the number of epochs following an Early Stopping procedure.

Then I train a new model with the same architecture of the previous one on traininig+validation for the same amounts of epochs. I do not understand why this new model performs poorer on the test test in comparison to the old one. I can also share the code, but I know that CrossValidated is for more conceptual questions.

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  • $\begingroup$ How much worse? // Why shouldn’t it perform worse? // How much fitting to your validation set are you doing before you move to the test set? $\endgroup$
    – Dave
    Commented Mar 29, 2023 at 11:28
  • $\begingroup$ It should perform better because in the second model the training occurs on more data. Reading some papers about the topics, the approach of retraining on the validation+training set is recommended. The performance difference is small for this database, less than 1%. The same gap is approximatively about 8-10% for a real image database that I use for work. $\endgroup$
    – Jonny_92
    Commented Mar 29, 2023 at 12:00

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