overfit.py

import scipy as sp
import matplotlib.pyplot as plt

x = sp.linspace(0,1,10)
x_long = sp.linspace(-0.1, 1.1, 100)

y = x + x**2 - x**3 + 0.1*sp.randn(len(x))

z = sp.polyfit(x,y,3)
p = sp.poly1d(z)
print "3-degree coefficients = %s" % z

z6 = sp.polyfit(x,y,6)
p6 = sp.poly1d(z6)
print "6-degree coefficients = %s" % z6

plt.clf()
plt.plot(x, y, 'b.', ms = 18, label='Y')
plt.plot(x_long, p(x_long), 'r-', lw=5, label='3-degree poly')
plt.plot(x_long, p6(x_long), 'g--', lw=6, label='6-degree poly')
plt.xlabel('X')
plt.legend(loc='best')

plt.show()