LFD Book Forum Question about noisy targets
 User Name Remember Me? Password
 FAQ Calendar Mark Forums Read

 Thread Tools Display Modes
#1
07-12-2012, 12:17 PM
 Willem Member Join Date: Jun 2012 Posts: 22
Question about noisy targets

In lecture 2 it is mentioned that noisy targets are the sum of a deterministic target and noise, and the expected value of y given x is the true deterministic target function. I was wondering if we may always assume that the expectation value of the noise is zero. Yes for Gaussian noise, but is it true for other types of noise, perhaps systematic effects?
#2
07-12-2012, 01:25 PM
 yaser Caltech Join Date: Aug 2009 Location: Pasadena, California, USA Posts: 1,477
Re: Question about noisy targets

Quote:
 Originally Posted by Willem In lecture 2 it is mentioned that noisy targets are the sum of a deterministic target and noise, and the expected value of y given x is the true deterministic target function. I was wondering if we may always assume that the expectation value of the noise is zero. Yes for Gaussian noise, but is it true for other types of noise, perhaps systematic effects?
This is actually in Lecture 4.

The expected value of the noise in those cases would be a deterministic function of and therefore can be taken as part of the target function itself, leaving the noise part with zero mean. We simply define the "noise" to be , which forces the noise to have zero mean since the mean is taken out. There are other ways to define the noise, but they do not change the essence of the problem.
__________________
Where everyone thinks alike, no one thinks very much

 Tags noise

 Thread Tools Display Modes Linear Mode

 Posting Rules You may not post new threads You may not post replies You may not post attachments You may not edit your posts BB code is On Smilies are On [IMG] code is On HTML code is Off Forum Rules
 Forum Jump User Control Panel Private Messages Subscriptions Who's Online Search Forums Forums Home General     General Discussion of Machine Learning     Free Additional Material         Dynamic e-Chapters         Dynamic e-Appendices Course Discussions     Online LFD course         General comments on the course         Homework 1         Homework 2         Homework 3         Homework 4         Homework 5         Homework 6         Homework 7         Homework 8         The Final         Create New Homework Problems Book Feedback - Learning From Data     General comments on the book     Chapter 1 - The Learning Problem     Chapter 2 - Training versus Testing     Chapter 3 - The Linear Model     Chapter 4 - Overfitting     Chapter 5 - Three Learning Principles     e-Chapter 6 - Similarity Based Methods     e-Chapter 7 - Neural Networks     e-Chapter 8 - Support Vector Machines     e-Chapter 9 - Learning Aides     Appendix and Notation     e-Appendices

All times are GMT -7. The time now is 11:40 AM.

 Contact Us - LFD Book - Top