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Model Evaluation

Overfitting

Overfitting (or over-learning) is a statistical analysis that fits too closely (or exactly) with a particular set of data. Thus, this specific analysis may not correspond to additional data or can fail to predict future observations reliably. An over-adjusted model is a statistical model that contains more parameters than the data can justify.

The same problem of overfitting also exists in machine learning. It is usually caused by a bad sizing of the structure used to make the classification. Due to its over-capacity to capture information, a structure in an over-learning situation will have a hard time generalizing the data characteristics. It then behaves like a table containing all of the samples used during the learning process, and looses its prediction powers on new samples.

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