@MatthewDrury yeah thx. it seems to be using Matrix include which is presumably quite similar to one that comes with statsample and presumably also a "gem" which requires ruby install... afaik linear eqn solvers are also gem libraries in ruby... (maybe even the same ones used by statsample...) actually am more looking for a ML like library in ruby that include regression, not sure if one exists...
does anyone around have experience with python statistics/ ML? wondering how it compares...
@IuliusCurt I don't think you can see overfitting from that chart. You would need to plot model fit by model complexity for a fixed set of training data to see that.
Just having a difference between training data and hold out data fit is not in itself indicative of an overfit model.
All I see in that plot is that you could stand to have even more than ~1000 training examples for whatever fixed model you are fitting.
The fact that training "score" is 1 for every size of training data is probably interesting, but I don't know what "score" is, so it's hard to interpret.