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Results tagged with machine-learning
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user 60479
Machine learning algorithms build a model of the training data. The term "machine learning" is vaguely defined; it includes what is also called statistical learning, reinforcement learning, unsupervised learning, etc. ALWAYS ADD A MORE SPECIFIC TAG.
5
votes
Continuous loss function that can measure one-side error
How about something like:
\begin{eqnarray}
(y-\hat{y})^2 , y < \hat{y} \\
(y-\hat{y})^3 , y \geq \hat{y}
\end{eqnarray}
This is both continuous and differentiable, and penalizes $y > \hat{y}$ more …
- 386
0
votes
Accepted
Is it valid to use ROC calculated during test/validation to interpret results of final produ...
Yes, you can train on the whole data and report the test (or cross validation) ROC as the generalization error, but this ROC will probably be optimistic.
It would be better to estimate the generaliza …
- 386