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Old 02-20-2013, 04:26 PM
vikasatkin vikasatkin is offline
Join Date: Sep 2011
Posts: 39
Default Re: Discussion of Lecture 13 "Validation"

Question: (Slide 11/22) If you already have all the hypothesis, why do you do validation and choose a model instead of doing aggregation?

Answer: In practice people often use aggregation and often it does perform better.

If you have 100 points, you can train on all those points or train on 99 points, leaving n-th point out and then take the average over n. And sometimes you get better results, despite the fact, that after all you still use the same 100 points. The reason is that this process may reduce variance and, thus, is less affected by the noise.
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