SiamQuant บทความ : Overfitting ภาพลวงตาของระบบการลงทุน
overfitting Strictly speaking, overfitting applies to fitting a polynomial curve to data points where the polynomial suggests a more complex model than the What Is Overfitting? Overfitting is a modeling error in statistics that occurs when a function is too closely aligned to a limited set of data points As a
Overfitting คือการที่ Model ที่ได้จากการใช้ Training Data set มีค่าความถูกต้องในการบ่งบอกคลาสเป้าหมายสูง แต่เมื่อนำไปใช้กับข้อมูล Test Data set ได้ค่าความถูกต้องต่ำ Model overfitting is a statistical error in supervised ML, whereby the trained model fits the noise in the training data rather than its actual pattern
One way to manage overfitting and underfitting is to use statistical validation methods, such as cross-validation and regularization Cross- Overfitting is a problem where a machine learning model fits precisely against its training data Overfitting occurs when the statistical model