Week 6: Generalisation

Lecture Notes

Lecture Slides

Lab Class

The notebook for the lab class can be downloaded from here.

import urllib
urllib.urlretrieve('https://raw.githubusercontent.com/SheffieldML/notebook/master/lab_classes/machine_learning/week6.ipynb', 'week6.ipynb')

You should now be able to find the lab class by clicking File->Open on the ipython notebook menu.

Reading

• Sections 1.5-1.6 of Rogers and Girolami.
• Section 1.2.3 (pg 21-24) and 1.2.6 (start from just past eq 1.64 pg 30-32) of Bishop
• Section 1.3 of Bishop (pg 32-33)

Learning Outcomes Week 6

• Understand the challenge of model selection.
• Understand the difference between training set, test set and validation set.
• Understand and be able to apply appropriately the following approaches to model validation:
  • hold out set,
  • leave one out cross validation,
  • k-fold cross validation.
• Be able to identify the type of error that arises from bias and the type of error that arises from variance.

This document last modified Monday, 03-Nov-2014 17:56:09 UTC