Bias and Variance
Bias and Variance
Machine Learning
Bias and Variance
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11-08-2024
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11-08-2024
Underfitting
• Model has not adequately learnt the patterns in the training dataset
• Therefore, Underfitted model
• is unable to correctly perform on new data
• performs poorly even on training data
• Generally, it occurs when both bias and variance are low
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11-08-2024
Overfitting
• Model perform exceptionally well on training data but poorly on the test
data
• It might occur when it possessed low bias and high variance.
• Reasons:
• Possibility of a large number of features compared to the sample size; with the
many features, there are chances of developing spurious relationship between
features and target.
• It can be managed by regularization which modifies loss function.
• In fact, both under- and over-fitting can be handled using regularization
• End goal is to make less mistake in test data
• Derivation: https://towardsdatascience.com/the-bias-variance-tradeoff-8818f41e39e9
• Watch: https://www.youtube.com/watch?v=EuBBz3bI-aA