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Overfitting

Overfitting. Study Guide for ES205 Yu-Chi Ho Jonathan T. Lee Jan. 9, 2001. Outline. Simple Example Fitting Cause of Overfitting Resolution. x. N. x. x. Simple Example. Overfitting: fitted model is too complex. x. x. N. x. x. Simple Example (cont.).

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Overfitting

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  1. Overfitting Study Guide for ES205 Yu-Chi Ho Jonathan T. Lee Jan. 9, 2001

  2. Outline • Simple Example • Fitting • Cause of Overfitting • Resolution

  3. x N x x Simple Example • Overfitting: fitted model is too complex

  4. x x N x x Simple Example (cont.) • Overfitting  poor predictive power

  5. N Fitting • A common problem – fit a model to existing data: • Regression • Training Neural Networks • Approximation • Data Mining • Learning

  6. N Cause of Ovefitting • Noise in the system: • Greater variability in data • Complex model  many parameters  higher degree of freedom  greater variability

  7. N Resolution • More data points:average out the noise • Multiple models

  8. References: • Estienne, F., web-site, http://minf.vub.ac.be/~fabi/calibration/multi/pcr/chaps/chap13.html • Stokes, L and J. Ghosh, web-site, http://lans.ece.utexas.edu/course/ee380/1999fall/papers/eminer/.

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