Bias/Variance/Over-fitting Flashcards
Bias
how far a model’s predictions are from the target
Variance
how your model reacts to changes in the training data
As the model becomes more complex
it picks up patterns in the training data making it less generalizable
A model with many predictive attributes will exhibit
low bias, high variance
A model with too few predictive attributes will exhibit
low variance, but may be quite biased
bias informally
how far a model’s predictions are from target (underfitting)
variance informally
the degree to which these predictions vary between model iterations (overfitting)
complex models have
higher variance
Dimensionality reduction and feature selection can
reduce variance by simplifying models
Regularization can help
reduce variance
If you cannot reduce dimensions or engage in feature selection, what can help decrease variance
A larger training set