Machine Learning

Underfitting vs. Overfitting in Machine Learning

A comparison between underfitting and overfitting in machine learning

Sumedha Sen

A machine learning model is said to perform well if it can extract input data from the problem domain in a proper way. This enables us to forecast outcomes on data that the model has not encountered before. The machine learning model aims to generalize the problem correctly. 

The major problem overfitting and underfitting occur in machine learning and decrease the working of the models. Here, we will explore underfitting vs. overfitting in machine learning:

Understanding Underfitting

Underfitting occurs when a machine learning model is too simple to capture the underlying patterns in the data. This results in poor performance on both the training data and unseen test data. An underfitted model fails to learn the relationships within the data adequately, leading to high bias and low variance.

Causes of Underfitting:

a. Model Simplicity: Using a model that is too simple for the complexity of the data, such as a linear model for a non-linear problem.

b. Insufficient Training Time: Not allowing the model to train for enough epochs or iterations.

c. Poor Feature Selection: Using too few or irrelevant features that do not adequately represent the data.

Symptoms of Underfitting:

  • High training error and high test error.

  • The model performs poorly on both training and validation datasets.

Example: Consider a dataset with a quadratic relationship between the input features and the target variable. Using a simple linear regression model to fit this data will result in underfitting because the linear model cannot capture the quadratic relationship.

Understanding Overfitting

Overfitting occurs when a machine learning model is too complex and learns the noise in the training data instead of the actual underlying patterns. This leads to excellent performance on the training data but poor generalization to new, unseen data. An overfitted model has low bias but high variance.

Causes of Overfitting:

a. Model Complexity: Using a model that is too complex for the amount of training data, such as a high-degree polynomial for a small dataset.

b. Insufficient Training Data: Having too little data relative to the model complexity, leading the model to memorize the training data.

c. Noise in Data: Including irrelevant features or noise in the training data.

Symptoms of Overfitting:

  • Low training error but high test error.

  • The model performs well on training data but poorly on validation or test datasets.

Example: Using a high-degree polynomial regression model on a small dataset with some noise will result in overfitting. The model will fit the noise and not generalize well to new data points.

Balancing Underfitting and Overfitting

The goal in machine learning  is to develop a model that captures the underlying patterns in the training data (low bias) while also generalizing well to new, unseen data (low variance). Achieving this balance is often referred to as the bias-variance trade-off.

Bias-Variance Trade-off

  • Bias: Error due to overly simplistic assumptions in the learning algorithm. High bias can cause the model to miss relevant relationships, leading to underfitting.

  • Variance: Error due to excessive complexity in the learning algorithm. High variance can cause the model to learn from noise, leading to overfitting.

Techniques to Mitigate Underfitting and Overfitting

Several techniques can help mitigate underfitting and overfitting, improving model performance and generalization.

1. Choosing the Right Model

Selecting a model that is appropriate for the complexity of the data is crucial. For simple datasets, linear models might suffice, whereas more complex datasets might require advanced algorithms like decision trees, random forests, or neural networks.

2. Feature Engineering

Feature engineering involves selecting the most relevant features and creating new features that capture important information. Techniques include:

  • Feature Selection: Removing irrelevant or redundant features.

  • Feature Extraction: Creating new features using techniques like Principal Component Analysis (PCA).

  • Feature Scaling: Normalizing or standardizing features to improve model performance.

3. Regularization

Regularization techniques add a penalty to the model complexity, discouraging overfitting by simplifying the model. Common regularization methods include:

  • L1 Regularization (Lasso): Adds an absolute value of magnitude of coefficients as penalty term to the loss function.

  • L2 Regularization (Ridge): Adds a squared magnitude of coefficients as penalty term to the loss function.

  • Elastic Net: Combines L1 and L2 regularization.

4. Cross-Validation

Cross-validation is a reliable method used with the aim of testing the model. The main idea of cross validation is to split the data into training and validation sets several times and then take average for each of those turns, which makes the efficiency of estimation of the generalizing ability of the model considerably higher. Common methods include:

  • k-Fold Cross-Validation: Splits the data set into k sets, takes k different experiments and in each of them, uses one set for validation and all the other for training.

  • Leave-One-Out Cross-Validation (LOOCV): Takes the first data point as the validation set and the rest of the data as the training set then take the second data point as the validation set and the rest of the data as the training set this process is repeated over all test data points.

5. Pruning (for Decision Trees)

They include branching that seems to have little importance and therefore should be omitted. This lessens the intricacy of the model and makes it less prone to overfitting.

6. Ensemble Methods

Some of the techniques of producing or arriving at a solution involve several models to enhance the capability of generalizing. Techniques include:

  • Bagging: Merges prognoses of several models learnt on different parts of the data (for example, Random Forests).

  • Boosting: Strictly speaking, involves training a series of models with the next one learning corrections from the mistakes of the previous model (for example, gradient boosting, Adaboost).

7. Data Augmentation

Data augmentation is a process by which the quantity of training data is boosted up by making some sort of transformations on the available data. This is especially helpful in domains such as computer vision. Some are rotation, translation and flipping the images.

8. Early Stopping (for Neural Networks)

Early stopping monitors the model's performance on a validation set and stops training when performance stops improving, preventing overfitting by not overtraining on the training data.

Practical Examples and Applications

1. Linear Regression Example

Underfitting: Using a simple linear regression to fit a dataset with a non-linear relationship.

Overfitting: Using a high-degree polynomial regression on a small dataset with noise.

2. Decision Trees Example

Underfitting: A limited decision tree that can not contain all the characteristics of the data.

Overfitting: A deep decision tree whereby an overfitting of the training dataset is achieved but provides a poor predictive accuracy on the test dataset.

3. Neural Networks Example

Underfitting: A small neural network with the number of layers and neurons insufficient to learn the data patterns.

Overfitting: As we found in the previous section, a large neural network with a problem of overfitting, having many layers and neurons while learning to memorize the training data and not generalize.

These two types of issues are crucial in developing good machine learning algorithms to prevent either the algorithm from not learning enough or just ‘memorizing’ the dataset. That is why, by choosing the pre-processing algorithm, using the approaches to regularization, performing the cross-validations and finally using bagging or boosting, the specialists can get the relative balance between the error of approximation and variability error.

This equilibrium guarantees that the model accurately matches the training data while also performing well on data it hasn't seen before, resulting in predictions that are both dependable and strong. As the field of machine learning progresses, understanding these principles will continue to be crucial for crafting innovative solutions in different areas.

FAQs

What is the primary difference between underfitting and overfitting in machine learning?

The primary difference between underfitting and overfitting lies in how the model learns from the training data. Underfitting occurs when the model is too simple and fails to capture the underlying patterns in the data, resulting in poor performance on both training and test datasets. 

Overfitting, on the other hand, happens when the model is excessively complex, capturing noise along with the actual patterns, leading to excellent training performance but poor generalization to unseen data.

What are common causes of underfitting in machine learning models

Common causes of underfitting include using overly simplistic models that do not capture the complexity of the data, such as linear models for non-linear relationships. Insufficient training time, inadequate training data, and poor feature selection, where relevant features are excluded or irrelevant ones are included, can also lead to underfitting. Additionally, excessive regularization, which overly constrains the model, can cause it to underperform by not fully learning the data patterns.

How can overfitting be mitigated in machine learning?

Overfitting can be mitigated using several techniques. Regularization methods, such as L1 (Lasso) and L2 (Ridge), add a penalty for complexity, discouraging the model from fitting noise. Cross-validation helps in assessing the model's generalization ability. Pruning techniques can simplify decision trees by removing insignificant branches. 

Ensemble methods, like bagging and boosting, combine multiple models to enhance performance. Early stopping, particularly in neural networks, halts training when validation performance stops improving, preventing over-training on the training data.

What is the bias-variance trade-off in the context of underfitting and overfitting?

The bias-variance trade-off is a fundamental concept in machine learning that relates to the model's ability to generalize. High bias, often resulting from underfitting, implies that the model makes strong assumptions and fails to capture the data's complexity, leading to systematic errors. 

High variance, typically due to overfitting, indicates that the model is too sensitive to the training data, capturing noise and leading to high errors on new data. The goal is to balance bias and variance to minimize total error and improve generalization.

How does cross-validation help in identifying underfitting and overfitting?

Cross-validation is a technique used to evaluate the performance of a machine learning model by splitting the data into multiple subsets and training/testing the model multiple times. It helps identify underfitting and overfitting by providing insights into how the model performs on different data splits. 

If the model performs poorly on both training and validation sets, it indicates underfitting. Conversely, if the model performs exceptionally well on the training set but poorly on the validation set, it indicates overfitting. Cross-validation thus ensures a more reliable estimation of model performance and generalization.

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