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by whatshisface 1230 days ago
I can't believe you can publish with such an obvious flaw in study design. You don't have to have machine learning expertise to catch that, because the same idea applies to backtesting any kind of model at all.
1 comments

And yet they do. I don't remember ever reading any machine learning paper where the authors point out that they held out a test partition that they couldn't access until some "final" step of the experiment.