2008-10-30-overfitting

2008-10-30-overfitting - 1 CMPSCI 383 October 30, 2008...

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Unformatted text preview: 1 CMPSCI 383 October 30, 2008 Learning and Overfitting 2 3 4 5 Today ’s topics • Pathologies of learning algorithms • Properties of evaluation functions as statistical estimators • How evaluation functions and search interact in learning • Methods for solving pathologies 6 Amazing Facts • Mutual funds that beat the market! • Winning the lottery, twice! • Hidden prophesies in text! • Amazing coincidences in twins raised apart! • Psychic watch repair! 7 8 Learning terminology • This term refers to a learned structure that expresses a conditional or joint probability distribution. • This mathematical expression is used to “score” models. • In learning, the evaluation function depends on these two arguments. • What is a Model • What is an Evaluation Function • What are Models and Data 9 Example problem 10 Example rule (1) Trains with small closed cars do not carry toxic chemicals 11 Example rule (2) Trains with with only a small and large car, or a jagged-top car, carry toxic chemicals 12 How did you devise your rules? Did you… • Look for characteristics in one set but missing in the second set? • Examine several potential rules? • Consider simple rules first? • Reject potential rules that didn’t perform well? You performed search 13 How did you evaluate your rules? • Examined how many trains were correctly and incorrectly predicted • Assigned lower value to rules which predicted fewer trains correctly. • Did you do anything else? 14 How reliable are these rules? • For any given train, how confident are you that the answer is correct? • Do we have enough data to construct a reliable rule? How many data points is enough? 15 Pathologies of Learning Algorithms 16 • Overfitting Adding components to models that reduce performance or leave it unchanged • Oversearching Selecting models with lower performance as the size of search space grows • Attribute selection errors Preferring attributes with many possible values despite lower performance (Jensen and Cohen 2000) Pathologies of induction algorithms 17 Sample size (Oates & Jensen 1997, 1998, 1999) Accuracy Tree size Overfitting 18 Overfitting (continued) (Oates & Jensen 1999) 19...
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This note was uploaded on 02/06/2011 for the course CMPSCI 383 taught by Professor Staff during the Fall '08 term at UMass (Amherst).

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2008-10-30-overfitting - 1 CMPSCI 383 October 30, 2008...

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