1. What is overfitting and underfitting

There are two most common results that may be encountered in both machine learning and deep learning modeling, one is called over-fitting (over-fitting)The other is called underfittingUnder-fitting.

• Overfitting
  Definition: Overfitting refers to the fact that the model fits the training data too well, which is reflected in the evaluation indicators, that is, the model performs very well on the training set, but in thePoor performance on test set and new data.

  In layman's terms, overfitting means that the model learns the data so thoroughly that it also learns the features of the noisy data, which will lead to inability to identify well in the later testing.The data, that is, cannot be classified correctly, and the generalization ability of the model is too poor.

• Underfitting
  Definition: Underfitting refers to the situation that the model does not perform well during training and prediction, which is reflected in the evaluation indicators, which is the performance of the model on the training set and test setNeither bad.

  Underfitting means that the model does not capture the data features well and cannot fit the data well.

Intuitive performance, as shown below:

Three Fit States in Regression Algorithms

Three Fit States in Classification Algorithms

2. Overfitting solution

• Cleaning data
• Increase the training set
• Use regularization
• Increase the regularization parameter

3. Underfitting solution

• Cleaning data
• Increase the training set
• Use regularization
• Increase the regularization parameter

4. Regularization and how to use it

• L1 regularization: sum the absolute values ​​of all parameters w.There is a high probability that many parameters will become 0, so this method can reduce the complexity by sparse parameters (that is, reducing the number of parameters).
• L2 regularization: sum the squared absolute values ​​of all parameters w.Make the parameter close to 0 but not 0, so this method can reduce the complexity by reducing the parameter value.Reduce overfitting due to noise in the dataset.