Bias VS. Variance

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Diagnosing Bias vs. Variance : article

Degress of the polynomial d / underfitting or overfitting of hypothesis

• bias or variance is the problem contributing to bad predictions
• High bias is underfitting
• High variance is overfitting

Summary:

Regularization and Bias/Variance : article

J train,cv,test 都不加 regularization parameter

• In the figure above, we see that as λ increases, our fit becomes more rigid. On the other hand, as λ approaches 0, we tend to over overfit the data. So how do we choose our parameter λ to get it ‘just right’ ? In order to choose the model and the regularization term λ, we need to:
• Create a list of lambdas (i.e. λ∈{0,0.01,0.02,0.04,0.08,0.16,0.32,0.64,1.28,2.56,5.12,10.24});
• Create a set of models with different degrees or any other variants.
• Iterate through the λs and for each λ go through all the models to learn some Θ.
• Compute the cross validation error using the learned Θ (computed with λ) on the JCV(Θ) without regularization or λ = 0.
• Select the best combo that produces the lowest error on the cross validation set.
• Using the best combo Θ and λ, apply it on Jtest(Θ) to see if it has a good generalization of the problem

• ans:

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