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Overfitting

Overfitting

Overfitting occurs when we make complicated function model to fit data.

Validation of Overfitting

There are methods to validate overfitting because it is dangerous to use overfitted model.

An easy method is that we divide data set into two sets, model-data and validation-data. One is to make model. The other is to validate. We input validation-data into the model. And we study the precision of the model.

The coefficient of determination and AIC are not use this validation. These coefficients are used to validate the model of the model-data.




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