模型估计与选择.pptVIP

* Model Assessment Selection * Summary Bias, Variance and Model Complexity The Bias-Variance Decomposition Optimism of the Training Error Rate Estimates of In-Sample Prediction Error The Effective Number of Parameters The Bayesian Approach and BIC Minimum Description Length Vapnik-Chernovenkis Dimension Cross-Validation Bootstrap Methods Model Assessment Selection Model Assessment Selection Prof. Liqing Zhang Dept. Computer Science Engineering, Shanghai Jiaotong University * Model Assessment Selection * Outline Bias, Variance and Model Complexity The Bias-Variance Decomposition Optimis