欠拟合和过拟合
实践中,如果测试数据集是给定的,我们通常用机器学习模型在该测试数据集的误差来反映泛化误差。
基于上述重要结论,以下两种拟合问题值得注意:
- 欠拟合:机器学习模型无法得到较低训练误差。
- 过拟合:机器学习模型的训练误差远小于其在测试数据集上的误差。
我们要尽可能同时避免欠拟合和过拟合的出现。虽然有很多因素可能导致这两种拟合问题,在这里我们重点讨论两个因素:
模型的选择和训练数据集的大小。
from mxnet import ndarray as nd
from mxnet import autograd
from mxnet import gluon
num_train = 100
num_test = 100
true_w = [1.2, -3.4, 5.6]
true_b = 5.0
x = nd.random.normal(shape=(num_train + num_test, 1))
X = nd.concat(x, nd.power(x, 2), nd.power(x, 3))
y = true_w[0] * X[:, 0] + true_w[1] * X[:, 1] + true_w[2] * X[:, 2] + true_b
y += .1 * nd.random.normal(shape=y.shape)
('x:', x[:5], 'X:', X[:5], 'y:', y[:5])
%matplotlib inline
import matplotlib as mpl
mpl.rcParams['figure.dpi']= 120
import matplotlib.pyplot as plt
def train(X_train, X_test, y_train, y_test):
# 线性回归模型
net = gluon.nn.Sequential()
with net.name_scope():
net.add(gluon.nn.Dense(1))
net.initialize()
# 设一些默认参数
learning_rate = 0.01
epochs = 100
batch_size = min(10, y_train.shape[0])
dataset_train = gluon.data.ArrayDataset(X_train, y_train)
data_iter_train = gluon.data.DataLoader(
dataset_train, batch_size, shuffle=True)
# 默认SGD和均方误差
trainer = gluon.Trainer(net.collect_params(), 'sgd', {
'learning_rate': learning_rate})
square_loss = gluon.loss.L2Loss()
# 保存训练和测试损失
train_loss = []
test_loss = []
for e in range(epochs):
for data, label in data_iter_train:
with autograd.record():
output = net(data)
loss = square_loss(output, label)
loss.backward()
trainer.step(batch_size)
train_loss.append(square_loss(
net(X_train), y_train).mean().asscalar())
test_loss.append(square_loss(
net(X_test), y_test).mean().asscalar())
# 打印结果
plt.plot(train_loss)
plt.plot(test_loss)
plt.legend(['train','test'])
plt.show()
return ('learned weight', net[0].weight.data(),
'learned bias', net[0].bias.data())
train(X[:num_train, :], X[num_train:, :], y[:num_train], y[num_train:])
# underfit
train(x[:num_train, :], x[num_train:, :], y[:num_train], y[num_train:])
# overfit
train(X[0:2, :], X[num_train:, :], y[0:2], y[num_train:])