Difference between revisions of "10-601 Bias-Variance"

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=== Slides ===
 
=== Slides ===
  
[http://curtis.ml.cmu.edu/w/courses/images/2/2e/Lecture11-bv.pdf Slides in PDF]
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* William's [http://www.cs.cmu.edu/~wcohen/10-601/bias-variance.ppt Slides in Powerpoint], and [http://www.cs.cmu.edu/~wcohen/10-601/bias-variance.pdf in PDF]
  
 
=== Readings ===
 
=== Readings ===
  
*Bishop: Chap 1, 2
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* This isn't covered well in Mitchell. [http://dl.acm.org/citation.cfm?id=1016783 Valentini and Dietterich] is a good source for bias-variance for classification. Wikipedia has a reasonable description of the [http://en.wikipedia.org/wiki/Bias%E2%80%93variance_tradeoff regression case], which goes back at least to [http://en.wikipedia.org/wiki/Bias%E2%80%93variance_tradeoff Geman et al 1992].
*Mitchell: Chap 5, 6
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* See also Littman/Isbell [https://www.youtube.com/watch?v=DQWI1kvmwRg on overfitting]
*[http://www.cs.cmu.edu/~epxing/papers/Old_papers/feature.pdf Feature Selection in Microarray Analysis], E.P. Xing, in D.P. Berrar, W. Dubitzky and M. Granzow (Eds.), A Practical Approach to Microarray Data Analysis, Kluwer Academic Publishers, 2003.
 
*[http://ai.stanford.edu/~ang/papers/icml98-fs.pdf On Feature Selection: Learning with Exponentially many Irrelevant Features as Training Examples], Andrew Y. Ng. In Proceedings of the Fifteenth International Conference on Machine Learning, 1998.
 
  
=== Take home message ===
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=== What you should know ===
  
* Overfitting
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* How overfitting/underfitting can be understood as a tradeoff between high-bias and high-variance learners.
** kNN
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* Mathematically, how to decompose error for linear regression into bias and variance.
** Regression
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* Intuitively, how classification can be decomposed into bias and variance.
 
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* Which sorts of classifier variants lead to more bias and/or more variance: e.g., large vs small k in k-NN, etc.
* Bias-variance decomposition
 
 
 
* Structural risk minimization
 
 
 
* The battle against overfitting
 
** Cross validation
 
** Regularization
 
** Feature selection
 

Latest revision as of 10:44, 20 October 2014

Slides

Readings

What you should know

  • How overfitting/underfitting can be understood as a tradeoff between high-bias and high-variance learners.
  • Mathematically, how to decompose error for linear regression into bias and variance.
  • Intuitively, how classification can be decomposed into bias and variance.
  • Which sorts of classifier variants lead to more bias and/or more variance: e.g., large vs small k in k-NN, etc.