Model Fit: Underfitting vs. Overfitting - Amazon Machine Learning

Model Fit: Underfitting vs. Overfitting

Understanding model fit is important for understanding the root cause for poor model accuracy. This understanding will guide you to take corrective steps. We can determine whether a predictive model is underfitting or overfitting the training data by looking at the prediction error on the training data and the evaluation data.

Your model is underfitting the training data when the model performs poorly on the training data. This is because the model is unable to capture the relationship between the input examples (often called X) and the target values (often called Y). Your model is overfitting your training data when you see that the model performs well on the training data but does not perform well on the evaluation data. This is because the model is memorizing the data it has seen and is unable to generalize to unseen examples.

Poor performance on the training data could be because the model is too simple (the input features are not expressive enough) to describe the target well. Performance can be improved by increasing model flexibility. To increase model flexibility, try the following:

  • Add new domain-specific features and more feature Cartesian products, and change the types of feature processing used (e.g., increasing n-grams size)

  • Decrease the amount of regularization used

If your model is overfitting the training data, it makes sense to take actions that reduce model flexibility. To reduce model flexibility, try the following:

  • Feature selection: consider using fewer feature combinations, decrease n-grams size, and decrease the number of numeric attribute bins.

  • Increase the amount of regularization used.

Accuracy on training and test data could be poor because the learning algorithm did not have enough data to learn from. You could improve performance by doing the following:

  • Increase the amount of training data examples.

  • Increase the number of passes on the existing training data.