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Unformatted text preview: w , and the estimate changes when wikicour senote.com/w/index.php?title= Stat841&pr intable= yes changes. However, we can estimate .
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56/74 10/09/2013 Stat841  Wiki Cour se Notes , where is additive Gaussian noise . Suppose we do not know the variance of . Then, (28.2)
Substitute (28.2) into (28.1), get (28.3) Figure 28.1: the training error will decrease and the MSE will increase when increasing the number of hidden
units (i.e. the model is more complex).
When the number of hidden units gets larger and larger, the training error will decrease until it approaches to
. If training error equals , then no matter how large
is, from (28.3) we can see the estimate
of MSE will approach as well. However, in fact it does not happen since when training error is close to
overfitting (http://en.wikipedia.org/wiki/Overfitting) happens, and MSE should increase instead of being close
to . We can see it from the Figure 28.1.
We can see
is the average of
. In order to deal with this problem, we can take the average for
of each hidden unit. For example: we can first take 1 hidden unit, and take 10 hidden units in the next. Since
in reality the value of
is a constant adjustment to the data points, and doesn't depend on
, using
the average
value for 1 to 10 hidden units has a firm theoretical basis. Figure 28.1: MSE vs err We can also see that unlike the classical Cross Validation (CV) or Leave one out (LOO) techniques, the
SURE technique does not need to do the validation to find the optimal model. Hence, SURE technique uses
less data than CV or LOO. It is suitable for the case that there is not enough data for validation. However, to implement SURE we need to find , which may not be trivial for models that do not have a closed form solution.
Kme ans Clus te ring
Description:
Kmeans clustering (http://en.wikipedia.org/wiki/K means_clustering) is a method of cluster analysis which aims to partition n observations into k clusters in which each
observation belongs to the cluster with the nearest mean.
Th...
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 Winter '13

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