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比如世界 · 2020年04月08日

问一道题:NO.PZ2020010801000040

问题如下:

A given set of data was divided into three equal parts. Three separate models were developed—each model using two of the three parts for fitting. Errors were calculated for each model. The diagram below shows the residual errors for each model run (the light highlights where the data was used for fitting the model versus the dark indicating the data that was held back):

Using the principles of m-fold cross validation, which model should be selected?





选项:

解释:

The first task is to calculate the squared residuals:

The model selected is the one that has the smallest RSS within the blue out-of-sample boxes—this is M3.





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

1 个答案

袁园_品职助教 · 2020年04月09日

同学你好!

题目:把一套数据分成三份,分别用三个模型拟合,每个模型都是使用这套数据的其中两份来做拟合。每个模型的误差如表所示,浅灰色的数据是用来做拟合的那两份,深灰色的是剩下的那一份。问我们该选择哪个模型

解析:因为浅灰色是用来拟合,所以我们只需要深灰色的数据来检验模型,CV RSS 那一栏计算的就是三个模型所有深灰色误差的平方和,选最小的那个,也就是M3模型

你可以去听一下“Extraneous Included Variables” 这一节课的视频,何老师讲解的还是很详细的~

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