LFD Book Forum  

Go Back   LFD Book Forum > Book Feedback - Learning From Data > Chapter 4 - Overfitting

Thread Tools Display Modes
Prev Previous Post   Next Post Next
Old 08-22-2012, 01:16 PM
tadworthington tadworthington is offline
Join Date: Jun 2012
Location: Chicago, IL
Posts: 32
Default What happens when error cannot be computed (is infinite) with leave-one-out CV?

I thought of this while working on the homework for the class. Let's say I have three points: (-1,0), (1,0), and (1,1). I want to use a linear model (h(x) = mx + b) to do the fitting, and I use LOO to check my cross validation error. The problem becomes apparent right away:

Leave out (-1,0), and fit (1,0), (1,1).  Fitting gives a vertical line, x = 1.
Of course, I am now unable to compute the squared error for the point (-1,0) that was left out - the error will be infinite.

Is the solution that I can't choose a vertical line (x = k, for some k) when fitting the data?
Reply With Quote


Thread Tools
Display Modes

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 Jump

All times are GMT -7. The time now is 01:15 PM.

Powered by vBulletin® Version 3.8.3
Copyright ©2000 - 2022, Jelsoft Enterprises Ltd.
The contents of this forum are to be used ONLY by readers of the Learning From Data book by Yaser S. Abu-Mostafa, Malik Magdon-Ismail, and Hsuan-Tien Lin, and participants in the Learning From Data MOOC by Yaser S. Abu-Mostafa. No part of these contents is to be communicated or made accessible to ANY other person or entity.