January 4, 2013
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“In statistics and machine learning, overfitting occurs when a statistical model describes random error or noise instead of the underlying relationship. Overfitting generally occurs when a model is excessively complex, such as having too many parameters relative to the number of observations. A model which has been overfit will generally have poor predictive performance, as it can exaggerate minor fluctuations in the data.”
“The concept of overfitting is important in machine learning. Usually a learning algorithm is trained using some set of training examples, i.e. exemplary situations for which the desired output is known. The learner is assumed to reach a state where it will also be able to predict the correct output for other examples, thus generalizing to situations not presented during training (based on its inductive bias). However, especially in cases where learning was performed too long or where training examples are rare, the learner may adjust to very specific random features of the training data, that have no causal relationto the target function. In this process of overfitting, the performance on the training examples still increases while the performance on unseen data becomes worse.”
January 3, 2013
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