Overfitting occurs when a model fits training data too closely but generalizes poorly to new data. Training performance alone can therefore be misleading: the strongest fit on known examples may produce weaker predictions after deployment. section 1.3 section 1.3.2
Underfitting and overfitting mark opposite failures. An overly simple model performs poorly on both training and future data; an overly complex model performs very well on training data but poorly on test data. The useful target balances fit and complexity. section 1.3.2
Diagnose and control overfitting by comparing held-out performance and limiting how quickly model complexity grows:
- Compare training and validation or test errors rather than selecting the model with the lowest training error. section 1.3.2 section 5.4.1
- Use cross-validation to select parameters such as SVM C, learning rate, depth, or iteration count. section 1.3.2 section 8.2.3
- Use bagging to aggregate unstable complex models whose errors occur in different places. section 2.2.3
- Use learning-rate selection or early stopping as proactive and reactive controls during boosting. section 8.2.3 section 6.4
Increasing SVM complexity
For an RBF-kernel support vector regressor, increasing C produces more nonlinear, complex models. Training fit improves, but sufficiently large C values can reduce test-set generalization and increase overfitting.























