I'm a data science newbie and a bit confused with the following:<br>
I usually do the preprocessing on all predictors of a dataset, meaning 
I create `X` by concatenating `X_train` and `X_test`.
(Imagine a competition where you download test and training data separately.)

After the preprocessing I use scikit's `train_test_split` to split the data into train and test data. 

*I was wondering if doing the preprocessing on `X` altogether can lead to rain-test contamination or target leakage.* 

I saw that you shouldn't do 

    X_valid = imputer.fit_transform(X_valid)
for example.
And that 

    X_train = imputer.fit_transform(X_train)
    X_valid = imputer.transform(X_valid)

is a better option.