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Overfitting Can Happen Overfitting Can Happen Overfitting Can Happen Overfitting Can Happen Overfitting Can Happen 30 25 test 20 error 15 (boosting stumps on heart-disease dataset) train 10 5 0 1 10 100 1000 # rounds


  1. Overfitting Can Happen Overfitting Can Happen Overfitting Can Happen Overfitting Can Happen Overfitting Can Happen 30 25 test 20 error 15 (boosting “stumps” on heart-disease dataset) train 10 5 0 1 10 100 1000 # rounds

  2. Actual Typical Run Actual Typical Run Actual Typical Run Actual Typical Run Actual Typical Run 20 15 error (boosting C4.5 on 10 “letter” dataset) test 5 train 0 10 100 1000 # of rounds ( T ) • test error does not increase, even after 1000 rounds • (total size > 2,000,000 nodes) • test error continues to drop even after training error is zero! # rounds 5 100 1000 train error 0 . 0 0 . 0 0 . 0 test error 8 . 4 3 . 3 3 . 1 • Occam’s razor wrongly predicts “simpler” rule is better

  3. Empirical Evidence: The Margin Distribution Empirical Evidence: The Margin Distribution Empirical Evidence: The Margin Distribution Empirical Evidence: The Margin Distribution Empirical Evidence: The Margin Distribution • margin distribution = cumulative distribution of margins of training examples cumulative distribution 1.0 20 1000 100 15 error 0.5 10 test 5 5 train 0 10 100 1000 -1 -0.5 0.5 1 margin # of rounds ( T ) # rounds 5 100 1000 train error 0 . 0 0 . 0 0 . 0 test error 8 . 4 3 . 3 3 . 1 % margins ≤ 0 . 5 7 . 7 0 . 0 0 . 0 minimum margin 0 . 14 0 . 52 0 . 55

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