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I was trying to evaluate different classification models on MNIST dataset. There are two datasets provided : train - 42000 images, and test - 28000 images.

I first divided the original training dataset (42000 images) into a (80:20 split ) of train_set (33600) and test_set (8400) . I trained several models, from on training set, cross-validated them on the training_set only, and lastly evaluated the final model on the test_set for generalization error.

Now that my final model is ready to generate the submission file using the Kaggle provided test set, should I train my model on the whole Kaggle provided training set, ie train_set + test_set (ie the full 42000 images provided, instead of just 33600 images that I split), since Kaggle is going to evaluate my model on its own provided test set ?

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