Definitions

conformability

Overfitting

''For the machine learning concept see Overfitting (machine learning)

In statistics, overfitting is fitting a statistical model that has too many parameters. An absurd and false model may fit perfectly if the model has enough complexity by comparison to the amount of data available. Overfitting is generally recognized to be a violation of Occam's razor. When the degrees of freedom in parameter selection exceed the information content of the data, this leads to arbitrariness in the final (fitted) model parameters which reduces or destroys the ability of the model to generalize beyond the fitting data. The likelihood of overfitting depends not only on the number of parameters and data but also the conformability of the model structure with the data shape, and the magnitude of model error compared to the expected level of noise or error in the data.

In both statistics and machine learning, in order to avoid overfitting, it is necessary to use additional techniques (e.g. cross-validation, regularization, early stopping, Bayesian priors on parameters or model comparison), that can indicate when further training is not resulting in better generalization.

See also

External links

  • http://www.cs.sunysb.edu/~skiena/jaialai/excerpts/node16.html

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