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In statistics, **overfitting** is "the production of an analysis that corresponds too closely or exactly to a particular set of data, and may therefore fail to fit additional data or predict future observations reliably".^{[1]} An **overfitted model** is a statistical model that contains more parameters than can be justified by the data.^{[2]} The essence of overfitting is to have unknowingly extracted some of the residual variation (i.e. the noise) as if that variation represented underlying model structure.^{[3]}^{:45}

In other words, the model remembers a huge number of examples instead of learning to notice features.

**Underfitting** occurs when a statistical model cannot adequately capture the underlying structure of the data. An **under-fitted model** is a model where some parameters or terms that would appear in a correctly specified model are missing.^{[2]} Under-fitting would occur, for example, when fitting a linear model to non-linear data. Such a model will tend to have poor predictive performance.

Over-fitting and under-fitting can occur in machine learning, in particular. In machine learning, the phenomena are sometimes called "over-training" and "under-training".

The possibility of over-fitting exists because the criterion used for selecting the model is not the same as the criterion used to judge the suitability of a model. For example, a model might be selected by maximizing its performance on some set of training data, and yet its suitability might be determined by its ability to perform well on unseen data; then over-fitting occurs when a model begins to "memorize" training data rather than "learning" to generalize from a trend.

As an extreme example, if the number of parameters is the same as or greater than the number of observations, then a model can perfectly predict the training data simply by memorizing the data in its entirety. (For an illustration, see Figure 2.) Such a model, though, will typically fail severely when making predictions.

The potential for overfitting depends not only on the number of parameters and data but also the conformability of the model structure with the data shape, and the magnitude of model error compared to the expected level of noise or error in the data.^{[citation needed]} Even when the fitted model does not have an excessive number of parameters, it is to be expected that the fitted relationship will appear to perform less well on a new data set than on the data set used for fitting (a phenomenon sometimes known as *shrinkage*).^{[2]} In particular, the value of the coefficient of determination will shrink relative to the original data.

To lessen the chance of, or amount of, overfitting, several techniques are available (e.g. model comparison, cross-validation, regularization, early stopping, pruning, Bayesian priors, or dropout). The basis of some techniques is either (1) to explicitly penalize overly complex models or (2) to test the model's ability to generalize by evaluating its performance on a set of data not used for training, which is assumed to approximate the typical unseen data that a model will encounter.

In statistics, an inference is drawn from a statistical model, which has been selected via some procedure. Burnham & Anderson, in their much-cited text on model selection, argue that to avoid overfitting, we should adhere to the "Principle of Parsimony".^{[3]} The authors also state the following.^{[3]}^{:32–33}

Overfitted models … are often free of bias in the parameter estimators, but have estimated (and actual) sampling variances that are needlessly large (the precision of the estimators is poor, relative to what could have been accomplished with a more parsimonious model). False treatment effects tend to be identified, and false variables are included with overfitted models. … A best approximating model is achieved by properly balancing the errors of underfitting and overfitting.

Overfitting is more likely to be a serious concern when there is little theory available to guide the analysis, in part because then there tend to be a large number of models to select from. The book *Model Selection and Model Averaging* (2008) puts it this way.^{[4]}

Given a data set, you can fit thousands of models at the push of a button, but how do you choose the best? With so many candidate models, overfitting is a real danger. Is the monkey who typed Hamlet actually a good writer?

In regression analysis, overfitting occurs frequently.^{[5]} As an extreme example, if there are *p* variables in a linear regression with *p* data points, the fitted line can go exactly through every point.^{[6]} For logistic regression or Cox proportional hazards models, there are a variety of rules of thumb (e.g. 5–9,^{[7]} 10^{[8]} and 10–15^{[9]} — the guideline of 10 observations per independent variable is known as the "one in ten rule"). In the process of regression model selection, the mean squared error of the random regression function can be split into random noise, approximation bias, and variance in the estimate of the regression function. The bias–variance tradeoff is often used to overcome overfit models.

With a large set of explanatory variables that actually have no relation to the dependent variable being predicted, some variables will in general be falsely found to be statistically significant and the researcher may thus retain them in the model, thereby overfitting the model. This is known as Freedman's paradox.

Usually a learning algorithm is trained using some set of "training data": exemplary situations for which the desired output is known. The goal is that the algorithm will also perform well on predicting the output when fed "validation data" that was not encountered during its training.

Overfitting is the use of models or procedures that violate Occam's razor, for example by including more adjustable parameters than are ultimately optimal, or by using a more complicated approach than is ultimately optimal. For an example where there are too many adjustable parameters, consider a dataset where training data for y can be adequately predicted by a linear function of two independent variables. Such a function requires only three parameters (the intercept and two slopes). Replacing this simple function with a new, more complex quadratic function, or with a new, more complex linear function on more than two independent variables, carries a risk: Occam's razor implies that any given complex function is *a priori* less probable than any given simple function. If the new, more complicated function is selected instead of the simple function, and if there was not a large enough gain in training-data fit to offset the complexity increase, then the new complex function "overfits" the data, and the complex overfitted function will likely perform worse than the simpler function on validation data outside the training dataset, even though the complex function performed as well, or perhaps even better, on the training dataset.^{[10]}

When comparing different types of models, complexity cannot be measured solely by counting how many parameters exist in each model; the expressivity of each parameter must be considered as well. For example, it is nontrivial to directly compare the complexity of a neural net (which can track curvilinear relationships) with m parameters to a regression model with n parameters.^{[10]}

Overfitting is especially likely in cases where learning was performed too long or where training examples are rare, causing the learner to adjust to very specific random features of the training data that have no causal relation to the target function. In this process of overfitting, the performance on the training examples still increases while the performance on unseen data becomes worse.

As a simple example, consider a database of retail purchases that includes the item bought, the purchaser, and the date and time of purchase. It's easy to construct a model that will fit the training set perfectly by using the date and time of purchase to predict the other attributes, but this model will not generalize at all to new data, because those past times will never occur again.

Generally, a learning algorithm is said to overfit relative to a simpler one if it is more accurate in fitting known data (hindsight) but less accurate in predicting new data (foresight). One can intuitively understand overfitting from the fact that information from all past experience can be divided into two groups: information that is relevant for the future, and irrelevant information ("noise"). Everything else being equal, the more difficult a criterion is to predict (i.e., the higher its uncertainty), the more noise exists in past information that needs to be ignored. The problem is determining which part to ignore. A learning algorithm that can reduce the chance of fitting noise is called "robust."

The most obvious consequence of overfitting is poor performance on the validation dataset. Other negative consequences include:^{[10]}

- A function that is overfitted is likely to request more information about each item in the validation dataset than does the optimal function; gathering this additional unneeded data can be expensive or error-prone, especially if each individual piece of information must be gathered by human observation and manual data-entry.
- A more complex, overfitted function is likely to be less portable than a simple one. At one extreme, a one-variable linear regression is so portable that, if necessary, it could even be done by hand. At the other extreme are models that can be reproduced only by exactly duplicating the original modeler's entire setup, making reuse or scientific reproduction difficult.

The optimal function usually needs verification on bigger or completely new datasets. There are, however, methods like minimum spanning tree or life-time of correlation that applies the dependence between correlation coefficients and time-series (window width). Whenever the window width is big enough, the correlation coefficients are stable and don't depend on the window width size anymore. Therefore, a correlation matrix can be created by calculating a coefficient of correlation between investigated variables. This matrix can be represented topologically as a complex network where direct and indirect influences between variables are visualized.

Underfitting occurs when a statistical model or machine learning algorithm cannot adequately capture the underlying structure of the data. It occurs when the model or algorithm does not fit the data enough. Underfitting occurs if the model or algorithm shows low variance but high bias (to contrast the opposite, overfitting from high variance and low bias). It is often a result of an excessively simple model^{[11]} which is not able to process the complexity of the problem (see also approximation error). This results in a model which is not suitable to handle all the signal and is therefore forced to take some signal as noise. If instead a model is capable to handle the signal but anyways takes a part of it as noise as well, it is also considered to be underfitted. The latter case can happen if the loss function of a model includes a penalty which is too high in that specific case.

Burnham & Anderson state the following.^{[3]}^{:32}

… an underfitted model would ignore some important replicable (i.e., conceptually replicable in most other samples) structure in the data and thus fail to identify effects that were actually supported by the data. In this case, bias in the parameter estimators is often substantial, and the sampling variance is underestimated, both factors resulting in poor confidence interval coverage. Underfitted models tend to miss important treatment effects in experimental settings.

- Bias–variance tradeoff
- Curve fitting
- Data dredging
- Feature selection
- Freedman's paradox
- Generalization error
- Goodness of fit
- Life-time of correlation
- Model selection
- Occam's razor
- Primary model
- VC dimension – larger VC dimension implies larger risk of overfitting

**^**Definition of "overfitting" at OxfordDictionaries.com: this definition is specifically for statistics.- ^
^{a}^{b}^{c}Everitt B.S., Skrondal A. (2010),*Cambridge Dictionary of Statistics*, Cambridge University Press. - ^
^{a}^{b}^{c}^{d}.mw-parser-output cite.citation{font-style:inherit}.mw-parser-output .citation q{quotes:"\"""\"""'""'"}.mw-parser-output .id-lock-free a,.mw-parser-output .citation .cs1-lock-free a{background:linear-gradient(transparent,transparent),url("//upload.wikimedia.org/wikipedia/commons/6/65/Lock-green.svg")right 0.1em center/9px no-repeat}.mw-parser-output .id-lock-limited a,.mw-parser-output .id-lock-registration a,.mw-parser-output .citation .cs1-lock-limited a,.mw-parser-output .citation .cs1-lock-registration a{background:linear-gradient(transparent,transparent),url("//upload.wikimedia.org/wikipedia/commons/d/d6/Lock-gray-alt-2.svg")right 0.1em center/9px no-repeat}.mw-parser-output .id-lock-subscription a,.mw-parser-output .citation .cs1-lock-subscription a{background:linear-gradient(transparent,transparent),url("//upload.wikimedia.org/wikipedia/commons/a/aa/Lock-red-alt-2.svg")right 0.1em center/9px no-repeat}.mw-parser-output .cs1-subscription,.mw-parser-output .cs1-registration{color:#555}.mw-parser-output .cs1-subscription span,.mw-parser-output .cs1-registration span{border-bottom:1px dotted;cursor:help}.mw-parser-output .cs1-ws-icon a{background:linear-gradient(transparent,transparent),url("//upload.wikimedia.org/wikipedia/commons/4/4c/Wikisource-logo.svg")right 0.1em center/12px no-repeat}.mw-parser-output code.cs1-code{color:inherit;background:inherit;border:none;padding:inherit}.mw-parser-output .cs1-hidden-error{display:none;font-size:100%}.mw-parser-output .cs1-visible-error{font-size:100%}.mw-parser-output .cs1-maint{display:none;color:#33aa33;margin-left:0.3em}.mw-parser-output .cs1-format{font-size:95%}.mw-parser-output .cs1-kern-left,.mw-parser-output .cs1-kern-wl-left{padding-left:0.2em}.mw-parser-output .cs1-kern-right,.mw-parser-output .cs1-kern-wl-right{padding-right:0.2em}.mw-parser-output .citation .mw-selflink{font-weight:inherit} Burnham, K. P.; Anderson, D. R. (2002),*Model Selection and Multimodel Inference*(2nd ed.), Springer-Verlag. **^**Claeskens, G.; Hjort, N.L. (2008), *Model Selection and Model Averaging*, Cambridge University Press.**^**Harrell, F. E., Jr. (2001), *Regression Modeling Strategies*, Springer.**^**Martha K. Smith (2014-06-13). "Overfitting". University of Texas at Austin. Retrieved 2016-07-31. **^**Vittinghoff, E.; McCulloch, C. E. (2007). "Relaxing the Rule of Ten Events per Variable in Logistic and Cox Regression". *American Journal of Epidemiology*.**165**(6): 710–718. doi:10.1093/aje/kwk052. PMID 17182981.**^**Draper, Norman R.; Smith, Harry (1998). *Applied Regression Analysis*(3rd ed.). Wiley. ISBN 978-0471170822.**^**Jim Frost (2015-09-03). "The Danger of Overfitting Regression Models". Retrieved 2016-07-31. - ^
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