Create your own note maps today! Sign up for a free account.
Learning Theory
Bias vs variance tradeoff
Bias - underfitting Variance - overfitting (to the variance)
Useful lemma #1 - the union bound
Let A1, A2, ... Ak be k different events. Then: (intuitively, the probability of one event occurring is at most the sums of the probabilities of the k different events)
Note
Description
Useful lemma #2 - Hoeffding inequality
All Z's are IID random variables drawn from Beroulli distributions. Then, phi hat is the mean of all these random variables, and choose a gamma > 0. Then: (basically, if we take the average of m Bernoulli random variables to be our new estimate of phi, the probability of being far from that true value is small - so long as m is large)
Generalization error
Probability that, drawing a new example from the distribution D h will misclassify it.
Training error
Empirical risk minimization
Given a set of hypothesis (hypothesis class H), we want to find the best hypothesis: