10-601 Bias-Variance

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Slides

Slides in PDF

Readings

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

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