CSL0777 L08
CSL0777 L08
CSL0777 L08
Lecture No. 08
HighBias
Bias-Variance Trade off
Variance:
•The variability of model prediction for a given data point which tells us
spread of our data is called the variance of the model. The model with high
variance has a very complex fit to the training data and thus is not able to fit
accurately on the data which it hasn’t seen before.
•As a result, such models perform very well on training data but has high
error rates on test data. When a model is high on variance, it is then said
to as Overfitting of Data.
•Overfitting is fitting the training set accurately via complex curve and high
order hypothesis but is not the solution as the error with unseen data is high.
While training a data model variance should be kept low..
Bias-Variance Trade off
High Variance
Bias-Variance Trade off
•If the algorithm is too simple (hypothesis with linear eq.) then it may be on
high bias and low variance condition and thus is error-prone.
•If algorithms fit too complex ( hypothesis with high degree eq.) then it may
be on high variance and low bias. In the latter condition, the new entries will
not perform well.
•Well, there is something between both of these conditions, known as Trade-
off or Bias Variance Trade-off.
•This tradeoff in complexity is why there is a tradeoff between bias and
variance. An algorithm can’t be more complex and less complex at the same
time.
Bias-Variance Trade off