Tag: overfitting
Concepts
Interview Questions
- Cross-validation, and why it is dangerous on time series
- Overfitting versus underfitting, and how to tell which you have
- Why piling on predictors quietly inflates your variance
- Bias, variance, and irreducible noise in prediction error
- Read an R-squared honestly with adjusted R-squared
- In-sample R² is 0.6, out-of-sample it's zero, what happened?
- The U-shaped test error of polynomial fits
- R² jumped to 0.6, but you added 30 regressors