How to determine over-fitting from non linear least square optimization tool?
6 views (last 30 days)
Show older comments
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?
0 Comments
Answers (1)
Alan Weiss
on 8 Jan 2018
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
MATLAB mathematical toolbox documentation
0 Comments
See Also
Categories
Find more on Systems of Nonlinear Equations in Help Center and File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!