Thread: Data snooping
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Old 11-17-2013, 03:29 AM
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yaser yaser is offline
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Default Re: Data snooping

Originally Posted by cma61 View Post
I still cannot understand the data snooping idea. Does that mean we can't look at the data before we choose the hypothesis set? What about Fig 3.6 in the book?
Sorry for the delay as I am attending to the edX forum this term.

You cannot look at the data and expect the generalization bound you get for the model that you chose based on what you have seen to be valid.

Figure 3.6 is just illustrative of the nonlinear transform process, without worrying about the generalization issues.
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