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Generalization Error under Covariate Shift Input-Dependent Estimation of Generalization Error under Covariate Shift
Published on Feb 25, 20073652 Views
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Chapter list
Input-Dependent Estimation of Generalization Error under Covariate Shift00:00
Overview Overview03:25
Selection Model Selection03:42
Ideal Model Selection04:10
Practical Model Selection04:48
Two Approaches to Estimating Generalization Error (1)05:23
Two Approaches to Estimating Generalization Error (2)06:47
Popular Choices of Generalization Measure 07:00
Concerns in Existing Methods07:44
Our Interests09:18
Our Generalization Measure10:01
Expected Generalization Error10:44
Bias / Variance Decomposition12:12
Tricks for Estimating Bias13:09
Unbiased Estimator of Bias14:22
Subspace Information Criterion15:39
Obtaining Unbiased Estimate16:32
Preparation for Covariate Shift setting: Standard Regression Problem16:41
Training Input Distribution17:26
Covariate Shift17:42
Ordinary Least Squares19:32
Weighted Least Squares20:28
Weighted Least Squares23:55
Generalization Error Estimation24:43
Setting25:30
Decomposition26:28
Orthogonal Decomposition of26:47