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安安鱼 · 2020年02月05日

问一道题:NO.PZ2020010801000040 [ FRM I ]

问题如下图:

您好,这题每个RSS详细计算过程能不能详细写一下

1 个答案

品职答疑小助手雍 · 2020年02月08日

同学你好,这题之前写的standard error感觉不恰当,所以改成了residual error,其实RSS就是residual们的平方和,也就是拿M1举例:M1每个格子的平方加和。这是total的。

然后m-fold这个方法里,题目里说了浅色的是用来做模型的,深色的是用来测试的,所以真实对比是要对比每列深色部分的平方和。比如M1就是算前三项的平方和。

王楚溪 · 2020年02月25日

所以评判这个model的标准只是比较CV RSS,跟表格里算出来的Total RSS没有任何关系吗?

品职答疑小助手雍 · 2020年02月25日

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NO.PZ2020010801000040 问题如下 A given set of ta wviinto three equparts. Three separate mols were velopeeamol using two of the three parts for fitting. Errors were calculatefor eamol. The agrbelow shows the resierrors for eamol run (the light highlights where the ta wusefor fitting the mol versus the rk incating the ta thwhelback):Using the principles of m-folcross valition, whimol shoulselecte The first task is to calculate the squareresials:The mol selecteis the one thhthe smallest RSS within the blue out-of-sample boxes—this is M3. M3的in-sample的error大很多,说明模型过于简单啊M2 in-sample和out-of-sample的error都比较小,不是更好吗

2024-05-11 15:53 1 · 回答

NO.PZ2020010801000040 问题如下 A given set of ta wviinto three equparts. Three separate mols were velopeeamol using two of the three parts for fitting. Errors were calculatefor eamol. The agrbelow shows the resierrors for eamol run (the light highlights where the ta wusefor fitting the mol versus the rk incating the ta thwhelback):Using the principles of m-folcross valition, whimol shoulselecte The first task is to calculate the squareresials:The mol selecteis the one thhthe smallest RSS within the blue out-of-sample boxes—this is M3. 老师能一下RSS的定义吗?谢谢

2024-01-26 14:25 1 · 回答

NO.PZ2020010801000040问题如下A given set of ta wviinto three equparts. Three separate mols were velopeeamol using two of the three parts for fitting. Errors were calculatefor eamol. The agrbelow shows the resierrors for eamol run (the light highlights where the ta wusefor fitting the mol versus the rk incating the ta thwhelback):Using the principles of m-folcross valition, whimol shoulselecteThe first task is to calculate the squareresials:The mol selecteis the one thhthe smallest RSS within the blue out-of-sample boxes—this is M3.解析里算的totalRSS是做什么用的

2023-05-20 16:08 1 · 回答

NO.PZ2020010801000040 算深色部分的平方吗? M1=0.64 M2=0.81 M3=0.17 因为是resial的平方,所以哪个小要哪个,是这个意思吗?

2022-01-20 10:54 2 · 回答

没看懂这道题目的意思和考点,麻烦老师详细讲解一下,谢谢

2020-04-08 18:51 1 · 回答