totalSet = ExampleData[{"MachineLearning", "MNIST"}, "Data"];
    
    {trainingSet, validationSet, testSet} = 
        {#[[;; 40000]], #[[40001 ;; 55000]], #[[55001 ;; 70000]]} &[RandomSample[totalSet]];
    
    c = Classify[trainingSet, ValidationSet -> validationSet];

    ClassifierMeasurements[c, trainingSet, "Accuracy"]
    (* 0.9667 *)
    
    ClassifierMeasurements[c, validationSet, "Accuracy"]
    (* 0.963867 *)
    
    ClassifierMeasurements[c, testSet, "Accuracy"]
    (* 0.962267 *)