What is overfitting in machine learning?
When a model learns the information and noise in the training to the point where it degrades the model’s performance on fresh data, this is known as overfitting data. This means that the model picks up on noise or random fluctuations in the training data and learns them as ideas.
- A model that overfits the training data is referred to as overfitting
The issue is that these notions do not apply to fresh data, limiting the models’ ability to generalize.
Nonparametric and nonlinear models, which have more flexibility when learning a target function, are more prone to overfitting. As a result, many nonparametric machine learning algorithms incorporate parameters or strategies that limit and constrain the amount of detail learned by the model.
Decision trees, for example, are a nonparametric machine learning technique that is extremely versatile but susceptible to overfitting training data. This issue can be solved by pruning a tree after it has learned to remove part of the information it has gathered.
How to detect overfitting?
Overfitting in machine learning has the drawback that we can’t tell how well our model will perform on new data until we test it.
To deal with this, we can divide our initial dataset into training and testing subsets. This strategy can give us a rough idea of how well our model will function with additional data.
If our model performs significantly better on the training set than on the test set, we’ve probably overfitted.
For example, if our model had 95 percent accuracy on the training set but only 65 percent accuracy on the test set, it would be a significant red signal.
Another suggestion is, to begin with, a very basic model to act as a baseline.
Then, when you test increasingly sophisticated algorithms, you’ll have a benchmark against which to judge whether the added complexity is worthwhile.
- Divide your initial dataset into training and testing subsets and begin with a basic model as a baseline so you can detect overfitting in ai
How to avoid overfitting?
Overfitting detection is beneficial, but it does not fix the problem. Fortunately, you have a variety of solutions on how to prevent overfitting in a model.
New iterations strengthen the model after a certain number of samples have been completed. However, as the model starts to overfit the training data, the model’s ability to generalize will deteriorate.
Halting the training process before the learner reaches that point is referred to as early stopping. This technique is now primarily employed in deep learning, with alternative techniques (such as regularization) being used for classical machine learning.
A cross-validation is an effective tool for avoiding overfitting.
The concept is clever: construct many tiny train-test splits using your initial training data. These divisions can be used to fine-tune your model.
We partition the data into k subsets, or folds, in typical k-fold cross-validation. The method is then iteratively trained on k-1 folds, with the remaining fold serving as the test set.
Overfitting vs underfitting
When a model is too simplistic — informed by too few characteristics or overly regularized – it becomes inflexible in learning from the dataset, resulting in underfitting.
Simple learners’ predictions have less volatility, but they are more biased toward incorrect outcomes. Complex learners, on the other hand, have a higher variance in their predictions.
In machine learning, bias and variance are both types of prediction error.
In most cases, we can reduce error from bias while increasing error from variance, or vice versa.
The bias-variance tradeoff between being too simple (high bias) and being too complex (high variance) is a fundamental idea in statistics and machine learning, and it affects all supervised learning methods.
Besides machine learning, overfitting in data science is a typical issue too. Model performance can be harmed by both overfitting and underfitting. In applied ML overfitting is, by far, the most common problem.
Overfitting is a concern since evaluating machine learning algorithms on training data differs from evaluating how well the system works on unseen data, which is what we really care about.
K-fold cross-validation is the most widely used resampling approach. It allows you to train and test your model k-times on different subsets of training data and build up an estimate of a machine learning model’s performance on unseen data.