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I have a Remaining Useful Life (RUL) prediction problem that I want to solve. When I added two or more features as inputs to my ANN, the accuracy of my ANN has been decreased. More precisely, I've added features like RMS or KURTOSIS (or both). I was expecting the system to improve, but it is getting worse.

Why might this be happening? What are the potential reasons for this degradation in performance?

I know that when we added more nodes in layers (like hidden layers), overfitting can happen. Would that be related to my problem: using more than two features?

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Additional features can also cause overfitting if they have low or misleading information.

Consider the following problem:

X = [1, 3, 3, 4, 5], Y = [1, 3, 4, 4, 5].

Suppose that the real dataset was generated from the relationship:

Y = X, with a probability of 0.2 of adding or subtracting 1.

A reasonable model estimate is Y = X. Note that no model can fit this data perfectly, because the two 3 inputs map to different outputs.

Now, suppose we add a new feature: a random number between 0 and 10: W = [1 ,5, 2, 6, 3]

It may not be obvious, but a sufficiently deep and broad neural network can learn a new function:

g(W) = 1 if W = 2,4,7,8,9, or 0.

g(W) = 0 otherwise.

and define a new prediction: Y = X - g(W).

This happens to produce a perfect fit on the training data. However, it will perform extremely poorly on new data (like a test set), because it has learned a meaningless pattern out of random noise. Coincidentally, it will be wrong on about 50% of samples, while our first model will be wrong on only 20% of samples.

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  • $\begingroup$ Maybe you mean Y = [1, 2, 3, 4, 5]? $\endgroup$ – nbro Oct 22 at 23:27
  • $\begingroup$ @nbro No, I intended for there to be some error in the original set, but on second look, I need to add some extra data for this example to make sense. $\endgroup$ – John Doucette Oct 22 at 23:30

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