图 书 馆
预测模型的主动比较Active Comparison of Prediction Models |
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| 课程网址: | http://videolectures.net/machine_sawade_prediction_models/ |
| 主讲教师: | Christoph Sawade |
| 开课单位: | 波茨坦大学 |
| 开课时间: | 2013-01-14 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | We address the problem of comparing the risks of two given predictive models - for instance, a baseline model and a challenger - as confidently as possible on a fixed labeling budget. This problem occurs whenever models cannot be compared on held-out training data, possibly because the training data are unavailable or do not reflect the desired test distribution. In this case, new test instances have to be drawn and labeled at a cost. We devise an active comparison method that selects instances according to an instrumental sampling distribution. We derive the sampling distribution that maximizes the power of a statistical test applied to the observed empirical risks, and thereby minimizes the likelihood of choosing the inferior model. Empirically, we investigate model selection problems on several classification and regression tasks and study the accuracy of the resulting p-values. |
| 关 键 词: | 固定标签; 预测模型; 回归任务 |
| 课程来源: | 视频讲座网 |
| 最后编审: | 2019-05-15：lxf |
| 阅读次数: | 64 |