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Assessing Model Overfitting

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Your question is Assessing Model Overfitting. Take a moment with it on the right.

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Problem

Scenario

You've trained a model that looks strong on the data used during development, but the team is worried the performance may not hold up on unseen data. You need to explain how you would tell whether the model is overfitting.

Question

How would you assess whether a model is overfitting?

What to Look For

  • Gap between training and validation metrics
  • Cross-validation mean and variance
  • Performance as model complexity increases
  • Calibration or log loss deterioration out of sample