Empirical fitting of parameters in approximate density functionals is common. Such fits conflate errors in the self-consistent density with errors in the energy functional, but density-corrected DFT (DC-DFT) separates these two. We illustrate with catastrophic failures of a toy functional applied to $H_2^+$ at varying bond lengths, where the standard fitting procedure misses the exact functional; Grimmes D3 fit to noncovalent interactions, which can be contaminated by large density errors such as in the WATER27 and B30 datasets; and double-hybrids trained on self-consistent densities, which can perform poorly on systems with density-driven errors. In these cases, more accurate results are found at no additional cost, by using Hartree-Fock (HF) densities instead of self-consistent densities. For binding energies of small water clusters, errors are greatly reduced. Range-separated hybrids with 100% HF at large distances suffer much less from this effect.
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