The Model Complexity Myth】的更多相关文章

The Model Complexity Myth (or, Yes You Can Fit Models With More Parameters Than Data Points) An oft-repeated rule of thumb in any sort of statistical model fitting is "you can't fit a model with more parameters than data points". This idea appea…
可以把growth function m_H(N)的upper bound用N^(k-1)来限制, for N large, k>=3 Thus, 定义: VC Dimension: maximum non-break point 如果break point = k, then VC dimension = k-1 在VC Dimension上,这个Hset可以shatter某N个点,不一定是所有的N个点,但是如果N超过了VC dimension,则出现了Hset不能shatter掉的情况。 d…
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本章的思路在于揭示VC Dimension的意义,简单来说就是假设的自由度,或者假设包含的feature vector的个数(一般情况下),同时进一步说明了Dvc和,Eout,Ein以及Model Complexity Penalty的关系. 一回顾 由函数B(N,k)的定义,可以得到比较松的不等式mh(N)小于等于N^(k-1)(取第一项). 这样就可以把不等式转化为仅仅只和VC Dimension和N相关了,从而得出如下结论: 1 mh(N)有break point k,那么其就是多项式级别…
1.1. Example: Polynomial Curve Fitting 1. Movitate a number of concepts: (1) linear models: Functions which are linear in the unknow parameters. Polynomail is a linear model. For the Polynomail curve fitting problem, the models is : which is a linear…
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Gradient Boosted Regression Trees 2   Regularization GBRT provide three knobs to control overfitting: tree structure, shrinkage, and randomization. Tree Structure The depth of the individual trees is one aspect of model complexity. The depth of the t…
Chapter 1 Introduction 1.1 What Is Machine Learning? To solve a problem on a computer, we need an algorithm. An algorithm is a sequence of instructions that should be carried out to transform the input to output. For example, one can devise an algori…
有监督学习中,预测误差的来源主要有两部分,分别为 bias  与 variance,模型的性能取决于 bias 与 variance 的 tradeoff ,理解 bias 与 variance 有助于我们诊断模型的错误,避免 over-fitting 或者 under-fitting. 在统计与机器学习领域权衡 Bias  与 Variance 是一项重要的任务,因为他可以使得用有限训练数据训练得到的模型更好的范化到更多的数据集上,监督学习中的误差来源主要为 Bias 与 Variance,接…