How to fit an elephant?

By | February 8, 2016

I was looking for an intuitive way to demonstrate to my students the need for parsimony in model building, as well as the problem of overfitting and I remembered the humorous paper by James Wel: showing that elephants are obviously created by Fourier sine series! I went a step further and implemented some popular selection methods and interpolation. It is interesting to see how the different selection methods perform, given different number of sines and how they (over-/under-) fit, when asked to interpolate – in a predictive modelling spirit.

3 thoughts on “How to fit an elephant?

  1. Stephan Kolassa

    This is very nice. I love my dada-ist interpolated overfitted elephant! (What does the red vertical line in the “Selected variables” bar at the bottom mean?)

    1. Nikos Post author

      Thanks! The red line is where the number of variables + constant equals the number of data points (p+1=n).

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