Bias Variance Tradeoff

concepts · 4 notes linked

Related: Andrey Tikhonov · Ridge Regression · Regularization · Ordinary Least Squares · Scikit Learn · Random Forests · Decision Trees · Variable Importance

Notes

• A Farewell to the Bias-Variance Tradeoff? An Overview of the Theory of Overparameterized Machine Learning — Survey of overparameterized ML theory explaining double descent and interpolation generalization
• Bias and Variance — Bias-variance decomposition explains model overfitting and underfitting tradeoff
• Ridge regression - Wikipedia — L2 regularization adding penalty to stabilize ill-conditioned regression
• Understanding Random Forests: From Theory to Practice — Random forests theory, variable importances, and fast scikit-learn implementation