过学习 Overfitting
【原文】http://www.frank-dieterle.de/phd/2_8_1.html
The best measure for the generalizing ability is the error of prediction of as many independent separate validation data as possible. According to figure 2 the error of prediction is composed of two main contributions, the remaining interference error and the estimation error [39]. The interference error is the systematic error (bias) due to unmodeled interference in the data, as the calibration model is not complex enough to capture all the interferences of the relationship between sensor responses and analytes. The estimation error is caused by modeling measured random noise of various kinds. The optimal prediction is obtained, when the remaining interference error and the estimation error balance e