Train/test/validation split: Holding out data the model never trains on, so you can honestly check how it does on unseen examples.
Leads to
Hyperparameter tuning: Systematically searching for the settings (learning rate, regularization strength, tree depth) that aren't learned from data but chosen before training.
Related topics
Hyperparameter tuning: Systematically searching for the settings (learning rate, regularization strength, tree depth) that aren't learned from data but chosen before training.