liveBook · Manning

Overfitting

As explained in Ensemble Methods for Machine Learning

Overfitting is a modeling failure in which a model fits training data too closely and does not necessarily generalize well to new data.

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.

How Ensemble Methods for Machine Learning covers it

How deep it goes
Defines the train-test failure, contrasts underfitting, and connects it to the bias-variance tradeoff without formal proofs.
Examples
Uses synthetic regression, RBF-kernel SVMs, bagged decision trees, LightGBM, CatBoost, and XGBoost training curves.
What you can do after
Diagnose overfitting with train-test comparisons and control it using cross-validation, aggregation, learning rates, or early stopping.
How it connects
Connects overfitting with underfitting, model complexity, bias-variance tradeoff, cross-validation, bagging, boosting, and early stopping.

Also explained in

Compare how 24 books explain overfitting →

Related concepts

This explainer was generated by Manning's knowledge graph from the text of Ensemble Methods for Machine Learning. The section links point to the parts of the book it draws on.