Over-Fitting

Definition

Over-fitting is a potential pathology of the Model Development process, whereby a model that is too flexible (e.g., too many parameters or degrees of freedom) is calibrated to reproduce very closely the available data.

Mitigation Strategies

For statistical models a good strategy is to monitor the Akaike Information Criterion

Issues and Challenges

• For many classes of models there are no theoretically based criteria to help avoid over-fitting