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Overfitting

Consider error of hypothesis $h$ over training data: $error_{train}(h)$ entire distribution $\cal{D}$ of data: $error_{\cal{D}}(h)$

Hypothesis $h \in H$ overfits training data if there is an alternative hypothesis $h' \in H$ such that

\begin{displaymath}error_{train}(h) < error_{train}(h') \end{displaymath}

and

\begin{displaymath}error_{\cal{D}}(h) > error_{\cal{D}}(h') \end{displaymath}



Don Patterson 2001-12-13