过拟合与正则

Lesson Overview

In "Machine Learning for Trading" → "模型训练", this lesson "过拟合与正则" builds knowledge you can apply immediately.

过拟合可能来自树过深、过多搜索或泄漏，正则化不能修复错误时间划分。训练分高而测试低要先查流程，不立刻增加模型复杂度。 先核数据泄漏→对比训练/验证→限制深度与叶样本→只在训练/验证选参数→最后一次测试。 本课作业：训练准确率100%、测试52%，如何列排查顺序？为何不直接在测试上调深度？

Core Concepts

These points align with the video walkthrough—take notes as you watch.

• ▸过拟合可能来自树过深、过多搜索或泄漏，正则化不能修复错误时间划分。训练分高而测试低要先查流程，不立刻增加模型复杂度。
• ▸先核数据泄漏→对比训练/验证→限制深度与叶样本→只在训练/验证选参数→最后一次测试。
• ▸本课作业：训练准确率100%、测试52%，如何列排查顺序？为何不直接在测试上调深度？

Practical Application

After studying, complete the companion practice lesson to move from understanding to doing.

• ▸Follow along in Jupyter or VS Code
• ▸Log how parameter changes affect backtest results
• ▸Submit a reproducible analysis notebook

FAQ

• ▸Q: How does this lesson fit the course? A: Part of "模型训练"—follow the curriculum order.
• ▸Q: What do I need? A: Demo account and notes; quant lessons need a Python environment.
• ▸Q: How do I know I've mastered it? A: Pass the quiz and explain three key points of 过拟合与正则 on your own.