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I was wondering what happens when an image not in the training set is provided to the model in a multiclassification problem? Does it just classify something which is close to this image?

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As the model is not trained to recognize an image from this new specific class, the only thing it will do, is to give a probability-or similarity measure for each of the classes for which the model has been trained on. Hence in a Classification problem, the class with the highest probability for this testing image will be the classification output.

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