机器学习：5.1 模型组合 Model Combination

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Bias & Variance Decomposition

• Learn from dataset D sampled from

• Evaluate generalization error on a new data point
  

Reduce Bias & Variance

• Reduce bias
  • A more complex model
    • e.g. increase layers, hidden units of MLP
    • Boosting, Stacking
• Reduce variance
  • A simpler model
    • e.g. regularization
    • Bagging, Stacking
• Reduce
  • Improve data
• Ensemble learning: train and combine multiple models to improve predictive performance