Now you've seen a couple of different

learning algorithms, linear regression and

logistic regression. They work well for many tasks. But sometimes in an
application, the algorithm can run into a
problem called overfitting, which can cause it
to perform poorly. What I like to do
in this video is to show you what is overfitting, as well as a closely-related,
almost opposite problem
called underfitting. In the next videos after this, I'll share with you
some techniques for accuracy overfitting. In particular, there's a
method called regularization. Very useful technique. I use it all the time. Then
regularization
will help you minimize this overfitting problem and get your learning algorithms
to work much better. Let's take a look at
what is overfitting? To help us understand
what is overfitting. Let's take a look
at a few examples. Let's go back to our
original example of predicting housing prices
with linear regression. Where you want to
predict the price as a function of the
size of a house. To help us understand
what is overfitting, let's take a look at a
linear regression example. I'm going to go back to our
original running example of predicting housing prices
with linear regression. Suppose your data-set
looks like this, with the input feature x
being the size of the house, and the value, y that you're trying to predict the
price of the house. One thing you could do is fit a linear function to this data.
If you do that, you get a straight line fit to the data that maybe
looks like this. But this isn't a
very good model. Looking at the data, it seems pretty clear that as the size of the
house increases, the housing process
flattened out. This algorithm does not fit
the training data very well. The technical term for this is the model is
underfitting
the training data. Another term is the
algorithm has high bias. You may have read
in the news about some learning algorithms really, unfortunately,
demonstrating bias against certain ethnicities
or certain genders. In machine learning, the term
bias has multiple meanings. Checking learning algorithms
for bias based on characteristics
such as gender or ethnicity is
absolutely critical. But the term bias has a second technical
meaning as well, which is the one I'm using here, which is if the algorithm
has underfit the data, meaning that it's
just not even able to fit the training set that well. There's a clear pattern in
the training data that the algorithm is just
unable to capture. Another way to think
of this form of bias is as if the learning algorithm has a very strong
preconception, or we say a very strong bias, that the housing
prices are going to be a completely linear function of the size despite data
to the contrary. This preconception that
the data is linear causes it to fit a straight line that
fits the data poorly, leading it to underfitted data. Now, let's look at a second
variation of a model, which is if you insert for a quadratic function at the
data with two features, x and x^2, then when you fit the
parameters W1 and W2, you can get a curve that fits
the data somewhat better. Maybe it looks like this. Also, if you were
to get a new house, that's not in this set of
five training examples. This model would probably do quite well on that new house.
If you're real estate agents, the idea that you want your learning
algorithm to do well, even on examples that are not on the training set, that's
called generalization. Technically we say that you want your learning algorithm
to generalize well, which means to make good
predictions even on brand new examples that
it has never seen before. These quadratic
models seem to fit the training set not
perfectly, but pretty well. I think it would generalize
well to new examples. Now let's look at
the other extreme. What if you were to fit a fourth-order
polynomial to the data? You have x, x^2, x^3, and x^4 all as features. With this
fourth
for the polynomial, you can actually fit
the curve that passes through all five of the
training examples exactly. You might get a curve
that looks like this. This, on one hand, seems to do an extremely
good job fitting the training data because it passes through all of the
training data perfectly. In fact, you'd be able to choose parameters that will
result
in the cost function being exactly equal
to zero because the errors are zero on all
five training examples. But this is a very wiggly curve, its going up and down
all over the place. If you have this whole
size right here, the model would predict
that this house is cheaper than houses that are
smaller than it. We don't think that this is a particularly good model for
predicting housing prices. The technical term
is that we'll say this model has overfit the data, or this model has an
overfitting problem. Because even though it fits
the training set very well, it has fit the data almost
too well, hence is overfit. It does not look
like this model will generalize to new examples
that's never seen before. Another term for this is that the algorithm
has high variance. In machine learning, many people will use
the terms over-fit and high-variance
almost interchangeably. We'll use the terms
underfit and high bias almost interchangeably. The intuition behind overfitting or
high-variance is
that the algorithm is trying very hard to fit every
single training example. It turns out that if your training set were just
even a little bit different, say one holes was priced just a little bit
more little bit less, then the function
that the algorithm fits could end up being
totally different. If two different machine
learning engineers were to fit this fourth-order
polynomial model, to just slightly
different datasets, they couldn't end up with
totally different predictions or highly variable predictions. That's why we say the
algorithm has high variance. Contrasting this
rightmost model with the one in the middle
for the same house, it seems, the middle
model gives them much more reasonable
prediction for price. There isn't really a name
for this case in the middle, but I'm just going to
call this just right, because it is neither
underfit nor overfit. You can say that the goal
machine learning is to find a model that hopefully is neither underfitting
nor overfitting. In other words, hopefully, a model that has neither
high bias nor high variance. When I think about
underfitting and overfitting, high bias and high variance. I'm sometimes reminded
of
the children's story of Goldilocks and the Three
Bears in this children's tale, a girl called Goldilocks visits the home
of a bear family. There's a bowl of
porridge that's too cold to taste and
so that's no good. There's also a bowl of porridge
that's too hot to eat. That's no good either. But there's a bowl
of porridge that is neither too cold nor too hot. The temperature
is in the middle, which is just right to eat. To recap, if you have too many
features like the fourth-order
polynomial on the right, then the model may fit
the training set well, but almost too well or overfit
and have high variance. On the flip side if you
have too few features, then in this example,
like the one on the left, it underfits and has high bias. In this example, using
quadratic features
x and x squared, that seems to be just right. So far we've looked
at underfitting and overfitting for linear
regression model. Similarly, overfitting applies
a classification as well. Here's a classification example with two features, x_1
and x_2, where x_1 is maybe the tumor size and x_2
is the age of patient. We're trying to classify if a tumor is malignant or benign,
as denoted by these
crosses and circles, one thing you could do is fit a logistic regression model.
Just a simple model like
this, where as usual, g is the sigmoid function and
this term here inside is z. If you do that, you end up with a straight
line as the decision boundary. This is the line
where z is equal to zero that separates the
positive and negative examples. This straight line
doesn't look terrible. It looks okay, but it doesn't look like a very good fit to
the data either. This is an example of
underfitting or of high bias. Let's look at another example. If you were to add
to your features these quadratic terms, then z becomes this new term in the middle
and the
decision boundary, that is where z equals zero
can look more like this, more like an ellipse
or part of an ellipse. This is a pretty good
fit to the data, even though it
does not perfectly classify every single training example in the training set.
Notice how some of these crosses get classified
among the circles. But this model
looks pretty good. I'm going to call it just right. It looks like this generalized
pretty well to new patients. Finally, at the other extreme, if you were to fit a
very high-order polynomial with many features like these, then the model may try
really
hard and contoured or twist itself to find a
decision boundary that fits your training
data perfectly. Having all these higher-order
polynomial features allows the algorithm to choose this really over the
complex decision boundary. If the features are
tumor size in age, and you're trying to classify tumors as malignant or benign,
then this doesn't
really look like a very good model for
making predictions. Once again, this
is an instance of overfitting and high
variance because its model, despite doing very well
on the training set, doesn't look like it'll
generalize well to new examples. Now you've seen how an
algorithm can underfit or have high bias or overfit
and have high variance. You may want to know
how you can give get a model that is just right. In the next video, we'll look at
some ways you can address the issue
of overfitting. We'll also touch on some ideas relevant for using underfitting.
Let's go on to the next video.