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Variable
Target
of target variable t
• Synthetic data
generated from
sin(2π x)
• Random noise in
target values Input Variable
Variable
Target
from x
• Inherently a difficult
problem
Data Generation:
N = 10
Spaced uniformly in range [0,1]
Generated from sin(2πx) by adding
small Gaussian noise Input Variable
Noise typical due to unobserved
variables
Variable
Target
• Coefficients w0 ,…wM are
denoted by vector w
• Nonlinear function of x, linear
function of coefficients w
• Called Linear Models
Input Variable
Reference: Christopher M Bishop: Pattern Recognition & Machine Learning, 2006 Springer
Polynomial curve fitting
• Choice of M??
• Called model selection or model comparison
} Any Answers???
Over-fitting
For small M(0,1,2)
Inflexible to
handle oscillations
of sin(2πx)
M(3-8)
flexible enough to
handle
oscillations of
sin(2πx)
For M=9
Too flexible!!
TE = 0
GE = high
Why is it happening?
Reference: Christopher M Bishop: Pattern Recognition & Machine Learning, 2006
Springer
Polynomial Coefficients
M=9
M=9