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

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*Bishop: Chap 1, 2
 
*Bishop: Chap 1, 2
 
*Mitchell: Chap 5, 6
 
*Mitchell: Chap 5, 6
*[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 ===
 
=== Take home message ===

Revision as of 18:00, 19 October 2014

Slides

Readings

  • Bishop: Chap 1, 2
  • Mitchell: Chap 5, 6

Take home message

  • Overfitting
    • kNN
    • Regression
  • Bias-variance decomposition
  • Structural risk minimization
  • The battle against overfitting
    • Cross validation
    • Regularization
    • Feature selection