Overfitting occurs when a statistical model or machine learning algorithm captures the noise of the data. This causes an algorithm to show low bias but high variance in the outcome.
Overfitting can be prevented by using the following methodologies:
Cross-validation: The idea behind cross-validation is to split the training data in order to generate multiple mini train-test splits. These splits can then be used to tune your model.
More training data: Feeding more data to the machine learning model can help in better analysis and classification. However, this does not always work.
Remove features: Many times, the data set contains irrelevant features or predictor variables that are not needed for analysis. Such features only increase the complexity of the model, thus leading to possibilities of data overfitting. Therefore, such redundant variables must be removed.
Early stopping: A machine learning model is trained iteratively, this allows us to check how well each iteration of the model performs. But after a certain number of iterations, the model’s performance starts to saturate. Further training will result in overfitting, thus one must know where to stop the training. This can be achieved by a mechanism called early stopping.
Regularization: Regularization can be done in n number of ways, the method will depend on the type of learner you’re implementing. For example, pruning is performed on decision trees, the dropout technique is used on neural networks and parameter tuning can also be applied to solve overfitting issues.
Use Ensemble models: Ensemble learning is a technique that is used to create multiple Machine Learning models, which are then combined to produce more accurate results. This is one of the best ways to prevent overfitting. An example is Random Forest, it uses an ensemble of decision trees to make more accurate predictions and to avoid overfitting.
