Early stopping

Even though it's a pure regularization technique, early stopping is often considered as a last resort when all other approaches to prevent overfitting and maximize validation accuracy fail. In many cases (above all, in deep learning scenarios), it's possible to observe a typical behavior of the training process considering both training and the validation cost functions:

 
 Example of early stopping before the beginning of ascending phase of U-curve

During the first epochs, both costs decrease, but it can happen that after a threshold epoch es, the validation cost starts increasing. If we continue with the training process, this ...

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