Bias vs Variance

Bias vs. VarianceMachine Learning

Franco CedilloDigital Product Manager, tech researcher

iOS Provider at Thought Recap SFOpast: PM Digital at La República, Ing. Informático PUCP

Diagnosing bias vs. variance

¿El problema es bias o variance?

Cross validation set

Learning Curves

Caso Redes Neuronales

Regularized Linear Regression

Error Cost:

What should we try next?

Get more training examplesTry smaller sets of featuresTry getting additional featuresTry adding polynomial featuresTry decreasing ƛTry increasing ƛ

Split the data in two portions

Errors

Bias y Variance de acuerdo al grado del polinomio

Bias y variance de acuerdo al parámetro de regularización ƛ

Objetivo

How to systematically improve our learning algorithm?

When our algorithm is doing poorly?

How to debug our learning algorithm?

Learning Curves

High Bias

High Variance

Actions

Action Effect

Get more training examples Fixes high variance

Try smaller sets of features Fixes high variance

Try getting additional features Fixes high bias

Try adding polynomial features Fixes high bias

Try decreasing ƛ Fixes high bias

Try increasing ƛ Fixes high variance

Ejemplos en MATLAB

Recursos Extra

Anotaciones de la lección

http://www.holehouse.org/mlclass/10_Advice_for_applying_machine_learning.html

Lección de la semana 6 en ML at Coursera

Andrew Ng

https://www.coursera.org/learn/machine-learning/home/week/6

Diapositivas de Apoyo

Training Set / c.v. Set / Test Set

60% / 30% / 30%

Hich bias

High Variance