enow.com Web Search

Search results

  1. Results from the WOW.Com Content Network
  2. Overfitting - Wikipedia

    en.wikipedia.org/wiki/Overfitting

    Underfitting is the inverse of overfitting, meaning that the statistical model or machine learning algorithm is too simplistic to accurately capture the patterns in the data. A sign of underfitting is that there is a high bias and low variance detected in the current model or algorithm used (the inverse of overfitting: low bias and high variance).

  3. One in ten rule - Wikipedia

    en.wikipedia.org/wiki/One_in_ten_rule

    In statistics, the one in ten rule is a rule of thumb for how many predictor parameters can be estimated from data when doing regression analysis (in particular proportional hazards models in survival analysis and logistic regression) while keeping the risk of overfitting and finding spurious correlations low. The rule states that one ...

  4. Data augmentation - Wikipedia

    en.wikipedia.org/wiki/Data_augmentation

    Data augmentation is a statistical technique which allows maximum likelihood estimation from incomplete data. [1] [2] Data augmentation has important applications in Bayesian analysis, [3] and the technique is widely used in machine learning to reduce overfitting when training machine learning models, [4] achieved by training models on several slightly-modified copies of existing data.

  5. Decision tree pruning - Wikipedia

    en.wikipedia.org/wiki/Decision_tree_pruning

    Pruning reduces the complexity of the final classifier, and hence improves predictive accuracy by the reduction of overfitting. One of the questions that arises in a decision tree algorithm is the optimal size of the final tree. A tree that is too large risks overfitting the training data and poorly generalizing to new samples. A small tree ...

  6. Early stopping - Wikipedia

    en.wikipedia.org/wiki/Early_stopping

    The form the population iteration, which converges to , but cannot be used in computation, while the form the sample iteration which usually converges to an overfitting solution. We want to control the difference between the expected risk of the sample iteration and the minimum expected risk, that is, the expected risk of the regression function:

  7. Statistical model specification - Wikipedia

    en.wikipedia.org/wiki/Statistical_model...

    A variable omitted from the model may have a relationship with both the dependent variable and one or more of the independent variables (causing omitted-variable bias). [3] An irrelevant variable may be included in the model (although this does not create bias, it involves overfitting and so can lead to poor predictive performance).

  8. Box–Jenkins method - Wikipedia

    en.wikipedia.org/wiki/Box–Jenkins_method

    The sample autocorrelation plot and the sample partial autocorrelation plot are compared to the theoretical behavior of these plots when the order is known. Specifically, for an AR(1) process, the sample autocorrelation function should have an exponentially decreasing appearance. However, higher-order AR processes are often a mixture of ...

  9. Regularization perspectives on support vector machines

    en.wikipedia.org/wiki/Regularization...

    In the statistical learning theory framework, an algorithm is a strategy for choosing a function: given a training set = {(,), …, (,)} of inputs and their labels (the labels are usually ). Regularization strategies avoid overfitting by choosing a function that fits the data, but is not too complex.