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Pavel Korchagin · 2023年11月08日

这里的variance是什么意思?

NO.PZ2021083101000018

问题如下:

Rivera suggests adjusting the model’s hyperparameters to improve performance.

Achler runs a grid search that compares the difference between the prediction error on both the training and the cross-validation datasets for various combinations of hyperparameter values. For the current values of hyperparameters, Achler observes that the prediction error on the training dataset is small, whereas the prediction error on the cross-validation dataset is significantly larger.

Based on Achler’s grid search analysis, the current model can be characterized as:

选项:

A.

underfitted

B.

having low variance

C.

exhibiting slight regularization

解释:

C is correct.

Slight regularization occurs when the prediction error on the training dataset is small, while the prediction error on the cross- validation data set is significantly larger. This difference in error is variance. High variance error, which typically is due to too many features and model complexity, results in model overfitting.

A is incorrect. The current model has high variance which results in model overfitting, not underfitting.

B is incorrect. The difference between the prediction error on the training dataset and the prediction error on the cross-validation dataset is high, which means that the current model has high variance, not low.

讲义上有吗,怎么理解?

1 个答案

星星_品职助教 · 2023年11月08日

同学你好,

1)Variance error是模型在validation set / test set中的误差。根据题干中的“....whereas the prediction error on the cross-validation dataset is significantly larger”可以判断出此时为high variance(error),而非B选项中描述的low variance。