Week 6 — Lesson 3: Overfitting, underfitting and cross-validation

3 min

In Exercise 1 you drew two curves for trees of growing depth on the NorthPeak readings. A depth-1 tree scored 0.774 on the fit months and 0.750 on validation: too simple. A depth-20 tree scored 1.000 on the fit months and 0.726 on validation: it learned the noise. Those two curves name underfitting and overfitting. This lesson defines both, then introduces cross-validation with TimeSeriesSplit, the honest way to measure the gap on daily readings without letting the model see the future.

Preview — the rest of the lesson is for enrolled readers.

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This lesson is part of the “Week 6 — Model selection and validation” module

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