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How to determine over-fitting from non linear least square optimization tool?

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Ajay Goyal
Ajay Goyal 2018 年 1 月 8 日
回答済み: Alan Weiss 2018 年 1 月 8 日
I have developed a non-linear equation. It has 4 parameters to be optimized. I have trained the function with 10 experimental data using non-linear least square error optimization method. How can I determine whether my fitting is over-fitting or normal fitting?

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Alan Weiss
Alan Weiss 2018 年 1 月 8 日
One typical way to do this is by cross-validation, which means fitting a subset of the data and then checking the resulting error against the remaining data for multiple subsets of the data. See, for example, Optimize a Cross-Validated SVM Classifier Using Bayesian Optimization or examples in the crossval function reference page.
Alan Weiss
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