What Could We Know at Prediction Time?
A model can appear remarkably accurate when a feature contains information that arrives after the decision. We need to reconstruct what was actually available when each prediction would have been made.
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When a Successful Evaluation Used Unavailable Information
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As data-mining systems combined many records and preprocessing steps, evaluation could accidentally give a model information unavailable in the real prediction setting. High scores then measured access to privileged evidence as well as predictive ability.
Kaufman and colleagues examined leakage as information about a target that is not legitimately available to the prediction process. Our invented repair records make the timing issue explicit. Other forms include fitting preprocessing on test data or placing copies of an observation on both sides of a split.