LFD Book Forum  

Go Back   LFD Book Forum > Course Discussions > Online LFD course > Homework 2

Thread Tools Display Modes
Prev Previous Post   Next Post Next
Old 07-23-2012, 02:41 PM
rakhlin rakhlin is offline
Join Date: Jun 2012
Posts: 24
Default Re: HW 2 Problem 6

Originally Posted by yaser View Post
Just to clarify. You used the in-sample points to train and arrived at a final set of weights (corresponding to the final hypothesis). Each out of-sample point is now tested on this hypothesis and compared to the target value on the same point. Now, what exactly do you do to get the two scenarios you are describing?
1-st (normal) scenario: I test out-of-sample data set (100 points) against linear model. I repeat it 1000 times: generate 100 in-sample points, linear fit, generate 100 out-of-sample points, test. On each iteration accumulate # of mistaken points. Average errors when done. Average error is stable from run to run.

2-nd scenario: fit linear model only once. Repeat 1000 times: generate 100 out-of-sample points, test. Accumulate and average errors when done. Here I get remarkable variation in average error.

I'd like to understand why these scenarios different. I believe they must not
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 10:43 PM.

Powered by vBulletin® Version 3.8.3
Copyright ©2000 - 2021, 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.