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What is Overfitting?

Statistics

과최적화

A state in which rules are fitted so closely to past data that they have memorized even the noise. Test results look strikingly good but collapse sharply on new data. If performance improves a little with every added condition, it is worth doubting whether the condition is a principle or a coincidence. If results swing greatly when a parameter is changed slightly, that is treated as a sign of overfitting.

Overfittinga line that fits only the pasta simpler line also holds up going forward

Lessons using this term (with diagrams)

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Overfitting meaning — Trading glossary | MarketSurfer