Regularazation and Cross-Validation

Regularization 和 Cross-Validation 是两种最常用来控制过拟合的方法。


Cross-Validation是一种用来调节学习模型中Regularization参数标准化方法。我们首先把数据集分成训练数据集和验证数据集。然后我们用不同的正则化参数在验证数据集上计算验证误差。


最后,我们选择使得验证误差最小的正则化参数,使用该参数作为我们的学习模型。为了减少变动,我们可以在不同的验证数据集运行多次,将多次验证误差对应的正则化参数取平均值。


Bias Variance Trade-off

Group-wise cross-validation is a type of cross-validation that is used when the data has a group structure. It is a more appropriate approach when the samples are collected from different subjects, experiments, or measurement devices. In group-wise cross-validation, the data is divided into groups, and the validation process is performed on each group separately. This ensures that the model is evaluated on data from different groups, which helps to assess its generalization performance in real-world scenarios. Here is an example of how group-wise cross-validation can be implemented using the K-fold cross-validation technique: ```python from sklearn.model_selection import GroupKFold from sklearn.linear_model import LogisticRegression # Assuming we have features X, labels y, and groups g X = ... y = ... groups = ... # Create a group-wise cross-validation iterator gkf = GroupKFold(n_splits=5) # Initialize a model model = LogisticRegression() # Perform group-wise cross-validation for train_index, test_index in gkf.split(X, y, groups): X_train, X_test = X[train_index], X[test_index] y_train, y_test = y[train_index], y[test_index] # Fit the model on the training data model.fit(X_train, y_train) # Evaluate the model on the test data score = model.score(X_test, y_test) # Print the evaluation score print("Validation score: ", score) ``` In this example, the data is divided into 5 groups using the GroupKFold function. The model is then trained and evaluated on each group separately. The evaluation score for each fold is printed to assess the model's performance.
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