2 research outputs found

    Rethinking Generalisation

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    In this paper, a new approach to computing the generalisation performance is presented that assumes the distribution of risks, ρ(r)\rho(r), for a learning scenario is known. From this, the expected error of a learning machine using empirical risk minimisation is computed for both classification and regression problems. A critical quantity in determining the generalisation performance is the power-law behaviour of ρ(r)\rho(r) around its minimum value---a quantity we call attunement. The distribution ρ(r)\rho(r) is computed for the case of all Boolean functions and for the perceptron used in two different problem settings. Initially a simplified analysis is presented where an independence assumption about the losses is made. A more accurate analysis is carried out taking into account chance correlations in the training set. This leads to corrections in the typical behaviour that is observed

    Expected Error Analysis for Model Selection

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    In order to select a good hypothesis language (or model) from a collection of possible models, one has to assess the generalization performance of the hypothesis which is returned by a learner that is bound to use that model. This paper deals with a new and very efficient way of assessing this generalization performance. We present a new analysis which characterizes the expected generalization error of the hypothesis with least training error in terms of the distribution of error rates of the hypotheses in the model. This distribution can be estimated very efficiently from the data which immediately leads to an efficient model selection algorithm. The analysis predicts learning curves with a very high precision and thus contributes to a better understanding of why and when over-fitting occurs. We present empirical studies (controlled experiments on Boolean decision trees and a large-scale text categorization problem) which show that the model selection algorithm leads to error rates wh..
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