The concept of overfitting in model selection is explained and demonstrated
with an example. After providing some background information on information
theory and Kolmogorov complexity, we provide a short explanation of Minimum
Description Length and error minimization. We conclude with a discussion of the
typical features of overfitting in model selection.Comment: 20 pages, Chapter 1 of The Paradox of Overfitting, Master's thesis,
Rijksuniversiteit Groningen, 200
