[R] How to estimate whether overfitting?
dluthm at yeah.net
Sun May 9 15:20:03 CEST 2010
1. is there some criterion to estimate overfitting? e.g. R2 and Q2 in the
training set, as well as R2 in the test set, when means overfitting. for
example, in my data, I have R2=0.94 for the training set and for the test
set R2=0.70, is overfitting?
2. in this scatter, can one say this overfitting?
3. my result is obtained by svm, and the sample are 156 and 52 for the
training and test sets, and predictors are 96, In this case, can svm be
employed to perform prediction? whether the number of the predictors are
too many ?
4.from this picture, can you give me some suggestion to improve model
performance？ and is the picture bad?
5. the picture and data below.
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