[R] How to estimate whether overfitting?
dwinsemius at comcast.net
Sun May 9 17:53:31 CEST 2010
On May 9, 2010, at 9:20 AM, bbslover wrote:
> 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 ?
I think you need to buy a copy of Hastie, Tibshirani, and Friedman and
do some self-study of chapters 7 and 12.
> 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.
> thank you!
> http://n4.nabble.com/file/n2164417/scatter.jpg scatter.jpg
> http://n4.nabble.com/file/n2164417/pkc-svm.txt pkc-svm.txt
David Winsemius, MD
West Hartford, CT
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