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

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=== Readings ===
 
=== Readings ===
  
* 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 if the regression case.
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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].
 
* See also Littman/Isbell [https://www.youtube.com/watch?v=DQWI1kvmwRg on overfitting]
 
* See also Littman/Isbell [https://www.youtube.com/watch?v=DQWI1kvmwRg on overfitting]
  

Revision as of 18:27, 19 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.