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Use this tag for questions related to overfitting, which is a modeling error (especially sampling error) where instead of improving model fit statistics, replicable and informative relationships among variables reduce parsimony, and worsens explanatory and predictive validity.
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Derive features from test-set?
I cannot use the training set, otherwise is overfitting (with a frequency=0, the model is sure it was never chosen in the training-set). …
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How many features do I select when doing feature selection for regression algorithms? Is R2 ...
You have overfitting when your model corresponds too closely to the training data and may therefore fail to fit additional data or predict future observations reliably. …