Re-running the program and overfitting

oksifoxy report abuse

Does re-running the program until I find the best metrics lead to my algorithm overfitting?

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PyAnto report abuse

Hi @oksifoxy

Re-running an algorithm does not lead to over-fitting. It's okay to re-run and select the best model. But when you try to compare two algorithms you must average over large enough number of re-runs.

Cheers!

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PyAnto report abuse
Remember that you need to choose the best model, not the best algorithm.
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