File:Marginal-likelihoods-Occams-razor-and-overfitting-consider-modelling-a-function-y--f--x---describing-the-relationship-be.jpg
From Wikimedia Commons, the free media repository
Jump to navigation
Jump to search
Marginal-likelihoods-Occams-razor-and-overfitting-consider-modelling-a-function-y--f--x---describing-the-relationship-be.jpg (768 × 336 pixels, file size: 58 KB, MIME type: image/jpeg)
File information
Structured data
Captions
Summary[edit]
DescriptionMarginal-likelihoods-Occams-razor-and-overfitting-consider-modelling-a-function-y--f--x---describing-the-relationship-be.jpg |
English: Marginal likelihoods, Occam’s razor and overfitting: consider modelling a function y = f ( x )+ ϵ describing the relationship between some input variable x , and some output or response variable y . ( a ) The red dots in the plots on the left-hand side are a dataset of eight ( x , y ) pairs of points. There are many possible f that could model this given data. Let us consider polynomials of different order, ranging from constant ( M =0), linear ( M =1), quadratic ( M =2), etc., to seventh order ( M =7). The blue curves depict maximum-likelihood polynomials fit to the data under Gaussian noise assumptions (i.e. least-squares fits). Clearly, the M =7 polynomial can fit the data perfectly, but it seems to be overfitting wildly, predicting that the function will shoot off up or down between neighbouring observed data points. By contrast, the constant polynomial may be underfitting, in the sense that it might not pick up some of the structure in the data. The green curves indicate 20 random samples from the Bayesian posterior of polynomials of different order given this data. A Gaussian prior was used for the coefficients, and an inverse gamma prior on the noise variance (these conjugate choices mean that the posterior can be analytically integrated). The samples show that there is considerable posterior uncertainty given the data, and also that the maximum-likelihood estimate can be very different from the typical sample from the posterior. ( b ) The normalized model evidence or marginal likelihood for this model is plotted as a function of the model order, P ( Y |
Date | |
Source | Zoubin Ghahramani. "Bayesian non-parametrics and the probabilistic approach to modelling", Philosophical transactions. Series A, Mathematical, physical, and engineering sciences doi:10.1098/rsta.2011.0553 |
Author | Zoubin Ghahramani |
Permission (Reusing this file) |
https://creativecommons.org/licenses/by/3.0/ © 2012 The Authors. Published by the Royal Society under the terms of the Creative Commons Attribution License https://creativecommons.org/licenses/by/3.0/ , which permits unrestricted use, provided the original author and source are credited. |
==Licensing==
This file is licensed under the Creative Commons Attribution 3.0 Unported license.
- You are free:
- to share – to copy, distribute and transmit the work
- to remix – to adapt the work
- Under the following conditions:
- attribution – You must give appropriate credit, provide a link to the license, and indicate if changes were made. You may do so in any reasonable manner, but not in any way that suggests the licensor endorses you or your use.
File history
Click on a date/time to view the file as it appeared at that time.
Date/Time | Thumbnail | Dimensions | User | Comment | |
---|---|---|---|---|---|
current | 16:17, 14 February 2020 | 768 × 336 (58 KB) | JoramSoch (talk | contribs) | Uploaded by the NOA Upload Tool |
You cannot overwrite this file.
File usage on Commons
There are no pages that use this file.
Metadata
This file contains additional information such as Exif metadata which may have been added by the digital camera, scanner, or software program used to create or digitize it. If the file has been modified from its original state, some details such as the timestamp may not fully reflect those of the original file. The timestamp is only as accurate as the clock in the camera, and it may be completely wrong.
Date and time of digitizing | 23:20, 19 December 2012 |
---|---|
File change date and time | 23:20, 19 December 2012 |
Date metadata was last modified | 23:20, 19 December 2012 |
Software used | Adobe Photoshop CS Windows |