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Old 05-14-2013, 07:54 AM
Michael Reach Michael Reach is offline
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Join Date: Apr 2013
Location: Baltimore, Maryland, USA
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Default Re: *ANSWER* questions w linear regression & weight decay

Originally Posted by Ziad Hatahet View Post
You should be seeing a change in the out-of-sample error when you vary k (for certain values of k at least). Are you using classification error as your error measure?
Well, I am seeing a change, just not really a reduction. Some are the same, some are bigger. I was expecting a dramatic drop in the out-of-sample error.

And yes, I have been using classification error, but that is a good point - I started using the regression residuals and such, but that mistake at least I caught.
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