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lecture12-annotated - Machine Learning 10-701/15-781 Fall...

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1 © Eric Xing @ CMU, 2006-2008 1 Machine Learning Machine Learning 10 10- 701/15 701/15- 781, Fall 2008 781, Fall 2008 Overfitting Overfitting and Model Selection and Model Selection Eric Xing Eric Xing Lecture 12, October 15, 2008 Reading: Chap. 1&2, CB & Chap 5,6, TM © Eric Xing @ CMU, 2006-2008 2 Outline z Overfitting z kNN z Regression z Bias-variance decomposition z The battle against overfitting: each learning algorithm has some "free knobs" that one can "tune" (i.e., heck) to make the algorithm generalizes better to test data. But is there a more principled way ? z Cross validation z Regularization z Feature selection z Model selection --- Occam's razor z Model averaging
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2 © Eric Xing @ CMU, 2006-2008 3 Overfitting: kNN © Eric Xing @ CMU, 2006-2008 4 Another example: z Regression
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