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Old 08-17-2012, 01:38 PM
Kevin Kevin is offline
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Join Date: Jul 2012
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Default Overfitting with Polynomials : deterministic noise

I have some difficulty to understand the idea of deterministic noise. I think there are some disturbing contradiction with what we've seen with the bias-variance tradeoff, particularly with 50th order noiseless target exemple.

Chapter 4 state that:
- A 2nd order polynomial could be better than a 10th order polynomial to fit a 50th order polynomial target and it's due to the deterministic noise.

--> So I conclude that there is more deterministic noise with 10th order than with the 2nd order.

- Deterministic noise=bias

But we've seen with the bias-variance tradeoff, that a more complex model than an other have a lower bias.

Obvioulsy, I'm wrong somewhere, but where ?
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