Should I calculate dataset mean over just training data, or testing data as well?

1

This might be somewhat splitting hair, but I am wondering about this:

When you calculate the dataset mean and std, do you compute it over just the training data or do you compute it over the entire dataset (train + test)?

What are the underlying mathematical considerations when making this decision?

Thank you!

2

Ideally, we will not have access to test data except the assumption that test data will come from same distribution. Thus, we have to calculate mean and std only over train data.

1 Like