误差 estimator task3

误差 estimator

Error:

1）靶心没有瞄准：bias有偏移
2）瞄准位置但有偏移：variance有偏移

不同宇宙的f* 不一样
设y=b+w* xcp
简单的model（small variance,large bias）受到data的影响小(分布小，但靶心有差距)
较复杂的model(small bias，large variance)每次的f*都不太一样，但平均下来在靶心附近
Bias E [f * ]=- f,if we average all the f *,is it close to ^f

*What to do with large bias?

• (underfitting)if your model cannot even fit the training examples, then you have large bias
• (overfitting)if you can fit the training data, but large error on testing data, then you probably have large variance

*For bias, redesign your model

• Add more features as input
• A more complex model

*What to do with large variance

• More data: very effective but not always practical
• Regularization: 但是很多时候不一定能做到收集更多的data。可以针对对问题的理解对数据集做调整。比如识别手写数字的时候，偏转角度的数据集不够，那就将正常的数据集左转15度，右转15度，类似这样的处理。

• 

Model selection
There is usually a trade-off between bias and variance
Select a model that balabces two kinds of error to minimize total error
交叉验证

n折交叉验证