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by jaschasd 1322 days ago
A gentle note that an incomplete piece of a goal (e.g. a loss function computed on a subset of the data) is a proxy for the full goal (e.g. the loss function on the full dataset).

Similarly, concept drift can be a source of overfitting -- the objective you care about is the one after the concept drift occurred, but the objective you trained on is the one from before the concept drift. (Here's a scholar search for papers where the two concepts co-occur: https://scholar.google.com/scholar?hl=en&as_sdt=0%2C5&as_vis... )