Overfitting, Regularization & Model Selection

What overfitting is, what regularization does about it, and how to choose without fooling yourself.

Module 02.3 · Beginner
Free

8h · 11 lessons · 1 challenge

Before this: Classification & Logistic Regression

About this module

Overfitting is the failure every model can have and the one beginners cannot see. This module names it, shows the three ways to address it, and derives regularization as a penalty on capacity.

The second half is model selection: a validation set that stays honest, cross-validation and the ways it leaks, and the search strategies that spend your compute well.

After this module you can

11 lessons

Lesson 1
1The problem of overfitting
Kind
Concept
Length
45 min
Lesson 2
2Addressing overfitting: data, features, regularization
Kind
Concept
Length
45 min
Lesson 3
3The cost function with regularization
Kind
Concept
Length
45 min
Lesson 4
4Regularized linear and logistic regression
Kind
Concept
Length
45 min
Lesson 5
5L1, L2 and elastic net, derived as priors
Kind
Concept
Length
50 min
Lesson 6
6Training, validation and test sets
Kind
Concept
Length
45 min
Lesson 7
7Cross-validation schemes and their failure modes
Kind
Concept
Length
50 min
Lesson 8
8Learning Curve Doctor: prescribe the fix
Kind
Interactive
Length
30 min
Lesson 9
9Hyperparameter search: grid, random, Bayesian
Kind
Concept
Length
45 min
Lesson 10
10Nested CV and honest model selection
Kind
Lab
Length
80 min
Lesson 11
11Checkpoint: what do you do next?
Kind
Checkpoint
Length
25 min

The challenge: Learning Curve Doctor

Twelve learning curves. Diagnose each one and prescribe the single most valuable next action.

Worth 400 XP.

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