typos and added bootstrap

This commit is contained in:
mhjensen
2019-09-26 06:39:20 +02:00
parent 24378a552b
commit b2a85a7662
9 changed files with 28 additions and 28 deletions
@@ -179,7 +179,7 @@ function</a>. This
is a function which has been widely used when testing various
interpolation and fitting algorithms. Furthermore, after having
established the model and the method, we will employ resamling
techniques such as cross-validation in order to perform a
techniques such as cross-validation and/or bootstrap in order to perform a
proper assessment of our models. We will also study in detail the
so-called Bias-Variance trade off.
@@ -196,7 +196,7 @@ $$
The function will be defined for \( x,y\in [0,1] \). Our first step will
be to perform an OLS regression analysis of this function, trying out
a polynomial fit with an \( x \) and \( y \) dependence of the form \( [x, y,
x^2, y^2, xy, \dots] \). We will also include cross-validation as
x^2, y^2, xy, \dots] \). We will also include cross-validation (or bootstrap) as
resampling technique. As in homeworks 1 and 2, we can use a uniform
distribution to set up the arrays of values for \( x \) and \( y \), or as in
the example below just a set of fixed
@@ -316,7 +316,7 @@ approximately \( 2/3 \) to \( 4/5 \) of the data as training data.
Implement the \( k \)-fold cross-validation algorithm (write your own
code) and evaluate again the MSE function resulting
from the test data. You can compare your own code with that from
<b>Scikit-Learn</b> if needed.
<b>Scikit-Learn</b> if needed. You can alternatively write your own bootstrap code.
<h3 id="___sec3" class="anchor">Part c): Bias-variance tradeoff </h3>
@@ -374,7 +374,7 @@ of data points, and possibly also your training and test data.
<p>
Try to make a figure similar to Fig. 2.11 of Hastie, Tibshirani, and
Friedman, see the references below. You will most likely not get an
Friedman, see the references below. You should include an analysis of the bias and variance for the test results. Figure 2.11 displays only the test and training MSEs while indicating regions of low/high bias and variance. You will most likely not get an
equally smooth curve!
<h3 id="___sec4" class="anchor">Part d): Ridge Regression on the Franke function with resampling </h3>
@@ -179,7 +179,7 @@ function</a>. This
is a function which has been widely used when testing various
interpolation and fitting algorithms. Furthermore, after having
established the model and the method, we will employ resamling
techniques such as cross-validation in order to perform a
techniques such as cross-validation and/or bootstrap in order to perform a
proper assessment of our models. We will also study in detail the
so-called Bias-Variance trade off.
@@ -196,7 +196,7 @@ $$
The function will be defined for \( x,y\in [0,1] \). Our first step will
be to perform an OLS regression analysis of this function, trying out
a polynomial fit with an \( x \) and \( y \) dependence of the form \( [x, y,
x^2, y^2, xy, \dots] \). We will also include cross-validation as
x^2, y^2, xy, \dots] \). We will also include cross-validation (or bootstrap) as
resampling technique. As in homeworks 1 and 2, we can use a uniform
distribution to set up the arrays of values for \( x \) and \( y \), or as in
the example below just a set of fixed
@@ -316,7 +316,7 @@ approximately \( 2/3 \) to \( 4/5 \) of the data as training data.
Implement the \( k \)-fold cross-validation algorithm (write your own
code) and evaluate again the MSE function resulting
from the test data. You can compare your own code with that from
<b>Scikit-Learn</b> if needed.
<b>Scikit-Learn</b> if needed. You can alternatively write your own bootstrap code.
<h3 id="___sec3" class="anchor">Part c): Bias-variance tradeoff </h3>
@@ -374,7 +374,7 @@ of data points, and possibly also your training and test data.
<p>
Try to make a figure similar to Fig. 2.11 of Hastie, Tibshirani, and
Friedman, see the references below. You will most likely not get an
Friedman, see the references below. You should include an analysis of the bias and variance for the test results. Figure 2.11 displays only the test and training MSEs while indicating regions of low/high bias and variance. You will most likely not get an
equally smooth curve!
<h3 id="___sec4" class="anchor">Part d): Ridge Regression on the Franke function with resampling </h3>
@@ -134,7 +134,7 @@ function</a>. This
is a function which has been widely used when testing various
interpolation and fitting algorithms. Furthermore, after having
established the model and the method, we will employ resamling
techniques such as cross-validation in order to perform a
techniques such as cross-validation and/or bootstrap in order to perform a
proper assessment of our models. We will also study in detail the
so-called Bias-Variance trade off.
@@ -151,7 +151,7 @@ $$
The function will be defined for \( x,y\in [0,1] \). Our first step will
be to perform an OLS regression analysis of this function, trying out
a polynomial fit with an \( x \) and \( y \) dependence of the form \( [x, y,
x^2, y^2, xy, \dots] \). We will also include cross-validation as
x^2, y^2, xy, \dots] \). We will also include cross-validation (or bootstrap) as
resampling technique. As in homeworks 1 and 2, we can use a uniform
distribution to set up the arrays of values for \( x \) and \( y \), or as in
the example below just a set of fixed
@@ -271,7 +271,7 @@ approximately \( 2/3 \) to \( 4/5 \) of the data as training data.
Implement the \( k \)-fold cross-validation algorithm (write your own
code) and evaluate again the MSE function resulting
from the test data. You can compare your own code with that from
<b>Scikit-Learn</b> if needed.
<b>Scikit-Learn</b> if needed. You can alternatively write your own bootstrap code.
<h3 id="___sec3">Part c): Bias-variance tradeoff </h3>
@@ -329,7 +329,7 @@ of data points, and possibly also your training and test data.
<p>
Try to make a figure similar to Fig. 2.11 of Hastie, Tibshirani, and
Friedman, see the references below. You will most likely not get an
Friedman, see the references below. You should include an analysis of the bias and variance for the test results. Figure 2.11 displays only the test and training MSEs while indicating regions of low/high bias and variance. You will most likely not get an
equally smooth curve!
<h3 id="___sec4">Part d): Ridge Regression on the Franke function with resampling </h3>
@@ -175,7 +175,7 @@ function}. This
is a function which has been widely used when testing various
interpolation and fitting algorithms. Furthermore, after having
established the model and the method, we will employ resamling
techniques such as cross-validation in order to perform a
techniques such as cross-validation and/or bootstrap in order to perform a
proper assessment of our models. We will also study in detail the
so-called Bias-Variance trade off.
@@ -189,7 +189,7 @@ f(x,y) &= \frac{3}{4}\exp{\left(-\frac{(9x-2)^2}{4} - \frac{(9y-2)^2}{4}\right)}
The function will be defined for $x,y\in [0,1]$. Our first step will
be to perform an OLS regression analysis of this function, trying out
a polynomial fit with an $x$ and $y$ dependence of the form $[x, y,
x^2, y^2, xy, \dots]$. We will also include cross-validation as
x^2, y^2, xy, \dots]$. We will also include cross-validation (or bootstrap) as
resampling technique. As in homeworks 1 and 2, we can use a uniform
distribution to set up the arrays of values for $x$ and $y$, or as in
the example below just a set of fixed
@@ -300,7 +300,7 @@ approximately $2/3$ to $4/5$ of the data as training data.
Implement the $k$-fold cross-validation algorithm (write your own
code) and evaluate again the MSE function resulting
from the test data. You can compare your own code with that from
\textbf{Scikit-Learn} if needed.
\textbf{Scikit-Learn} if needed. You can alternatively write your own bootstrap code.
@@ -351,7 +351,7 @@ of your model complexity (the degree of the polynomial) and the number
of data points, and possibly also your training and test data.
Try to make a figure similar to Fig.~2.11 of Hastie, Tibshirani, and
Friedman, see the references below. You will most likely not get an
Friedman, see the references below. You should include an analysis of the bias and variance for the test results. Figure 2.11 displays only the test and training MSEs while indicating regions of low/high bias and variance. You will most likely not get an
equally smooth curve!
\paragraph{Part d): Ridge Regression on the Franke function with resampling.}
Binary file not shown.
+4 -4
View File
@@ -145,7 +145,7 @@ function}. This
is a function which has been widely used when testing various
interpolation and fitting algorithms. Furthermore, after having
established the model and the method, we will employ resamling
techniques such as cross-validation in order to perform a
techniques such as cross-validation and/or bootstrap in order to perform a
proper assessment of our models. We will also study in detail the
so-called Bias-Variance trade off.
@@ -159,7 +159,7 @@ f(x,y) &= \frac{3}{4}\exp{\left(-\frac{(9x-2)^2}{4} - \frac{(9y-2)^2}{4}\right)}
The function will be defined for $x,y\in [0,1]$. Our first step will
be to perform an OLS regression analysis of this function, trying out
a polynomial fit with an $x$ and $y$ dependence of the form $[x, y,
x^2, y^2, xy, \dots]$. We will also include cross-validation as
x^2, y^2, xy, \dots]$. We will also include cross-validation (or bootstrap) as
resampling technique. As in homeworks 1 and 2, we can use a uniform
distribution to set up the arrays of values for $x$ and $y$, or as in
the example below just a set of fixed
@@ -270,7 +270,7 @@ approximately $2/3$ to $4/5$ of the data as training data.
Implement the $k$-fold cross-validation algorithm (write your own
code) and evaluate again the MSE function resulting
from the test data. You can compare your own code with that from
\textbf{Scikit-Learn} if needed.
\textbf{Scikit-Learn} if needed. You can alternatively write your own bootstrap code.
@@ -321,7 +321,7 @@ of your model complexity (the degree of the polynomial) and the number
of data points, and possibly also your training and test data.
Try to make a figure similar to Fig.~2.11 of Hastie, Tibshirani, and
Friedman, see the references below. You will most likely not get an
Friedman, see the references below. You should include an analysis of the bias and variance for the test results. Figure 2.11 displays only the test and training MSEs while indicating regions of low/high bias and variance. You will most likely not get an
equally smooth curve!
\paragraph{Part d): Ridge Regression on the Franke function with resampling.}
+4 -4
View File
@@ -145,7 +145,7 @@ function}. This
is a function which has been widely used when testing various
interpolation and fitting algorithms. Furthermore, after having
established the model and the method, we will employ resamling
techniques such as cross-validation in order to perform a
techniques such as cross-validation and/or bootstrap in order to perform a
proper assessment of our models. We will also study in detail the
so-called Bias-Variance trade off.
@@ -159,7 +159,7 @@ f(x,y) &= \frac{3}{4}\exp{\left(-\frac{(9x-2)^2}{4} - \frac{(9y-2)^2}{4}\right)}
The function will be defined for $x,y\in [0,1]$. Our first step will
be to perform an OLS regression analysis of this function, trying out
a polynomial fit with an $x$ and $y$ dependence of the form $[x, y,
x^2, y^2, xy, \dots]$. We will also include cross-validation as
x^2, y^2, xy, \dots]$. We will also include cross-validation (or bootstrap) as
resampling technique. As in homeworks 1 and 2, we can use a uniform
distribution to set up the arrays of values for $x$ and $y$, or as in
the example below just a set of fixed
@@ -270,7 +270,7 @@ approximately $2/3$ to $4/5$ of the data as training data.
Implement the $k$-fold cross-validation algorithm (write your own
code) and evaluate again the MSE function resulting
from the test data. You can compare your own code with that from
\textbf{Scikit-Learn} if needed.
\textbf{Scikit-Learn} if needed. You can alternatively write your own bootstrap code.
@@ -321,7 +321,7 @@ of your model complexity (the degree of the polynomial) and the number
of data points, and possibly also your training and test data.
Try to make a figure similar to Fig.~2.11 of Hastie, Tibshirani, and
Friedman, see the references below. You will most likely not get an
Friedman, see the references below. You should include an analysis of the bias and variance for the test results. Figure 2.11 displays only the test and training MSEs while indicating regions of low/high bias and variance. You will most likely not get an
equally smooth curve!
\paragraph{Part d): Ridge Regression on the Franke function with resampling.}
@@ -17,7 +17,7 @@ function":"http://www.dtic.mil/dtic/tr/fulltext/u2/a081688.pdf". This
is a function which has been widely used when testing various
interpolation and fitting algorithms. Furthermore, after having
established the model and the method, we will employ resamling
techniques such as cross-validation in order to perform a
techniques such as cross-validation and/or bootstrap in order to perform a
proper assessment of our models. We will also study in detail the
so-called Bias-Variance trade off.
@@ -33,7 +33,7 @@ f(x,y) &= \frac{3}{4}\exp{\left(-\frac{(9x-2)^2}{4} - \frac{(9y-2)^2}{4}\right)}
The function will be defined for $x,y\in [0,1]$. Our first step will
be to perform an OLS regression analysis of this function, trying out
a polynomial fit with an $x$ and $y$ dependence of the form $[x, y,
x^2, y^2, xy, \dots]$. We will also include cross-validation as
x^2, y^2, xy, \dots]$. We will also include cross-validation (or bootstrap) as
resampling technique. As in homeworks 1 and 2, we can use a uniform
distribution to set up the arrays of values for $x$ and $y$, or as in
the example below just a set of fixed
@@ -153,7 +153,7 @@ approximately $2/3$ to $4/5$ of the data as training data.
Implement the $k$-fold cross-validation algorithm (write your own
code) and evaluate again the MSE function resulting
from the test data. You can compare your own code with that from
_Scikit-Learn_ if needed.
_Scikit-Learn_ if needed. You can alternatively write your own bootstrap code.
@@ -211,7 +211,7 @@ of your model complexity (the degree of the polynomial) and the number
of data points, and possibly also your training and test data.
Try to make a figure similar to Fig. 2.11 of Hastie, Tibshirani, and
Friedman, see the references below. You will most likely not get an
Friedman, see the references below. You should include an analysis of the bias and variance for the test results. Figure 2.11 displays only the test and training MSEs while indicating regions of low/high bias and variance. You will most likely not get an
equally smooth curve!
=== Part d): Ridge Regression on the Franke function with resampling ===