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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