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Generalization error information


For supervised learning applications in machine learning and statistical learning theory, generalization error[1] (also known as the out-of-sample error[2] or the risk) is a measure of how accurately an algorithm is able to predict outcome values for previously unseen data. Because learning algorithms are evaluated on finite samples, the evaluation of a learning algorithm may be sensitive to sampling error. As a result, measurements of prediction error on the current data may not provide much information about predictive ability on new data. Generalization error can be minimized by avoiding overfitting in the learning algorithm. The performance of a machine learning algorithm is visualized by plots that show values of estimates of the generalization error through the learning process, which are called learning curves.

  1. ^ Mohri, M., Rostamizadeh A., Talwakar A., (2018) Foundations of Machine learning, 2nd ed., Boston: MIT Press
  2. ^ Y S. Abu-Mostafa, M.Magdon-Ismail, and H.-T. Lin (2012) Learning from Data, AMLBook Press. ISBN 978-1600490064

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Generalization error

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machine learning and statistical learning theory, generalization error (also known as the out-of-sample error or the risk) is a measure of how accurately an...

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Faulty generalization

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on insufficiently-large samples under an implied margin or error. A faulty generalization often follows the following format: The proportion Q of the...

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Ensemble learning

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MacReady, William G. (1999). "An Efficient Method to Estimate Bagging's Generalization Error" (PDF). Machine Learning. 35 (1): 41–55. doi:10.1023/A:1007519102914...

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Supervised learning

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statistical quality of an algorithm is measured through the so-called generalization error. To solve a given problem of supervised learning, one has to perform...

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List of fallacies

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subdivided into categories such as improper presumption, faulty generalization, error in assigning causation, and relevance, among others. The use of...

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Early stopping

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learner's fit to the training data comes at the expense of increased generalization error. Early stopping rules provide guidance as to how many iterations...

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Margin classifier

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the generalization error of the classifier. These bounds are frequently shown using the VC dimension. Of particular prominence is the generalization error...

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Support vector machine

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general the larger the margin, the lower the generalization error of the classifier. A lower generalization error means that the implementer is less likely...

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Rademacher complexity

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{\displaystyle h} represents a binary classifier, the error function is a 0–1 loss function, i.e. the error function f h {\displaystyle f_{h}} returns 0 if...

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Random forest

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of random forests, in particular: Using out-of-bag error as an estimate of the generalization error. Measuring variable importance through permutation...

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Double descent

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; Sompolinsky, Haim (2020-12-01). "High-dimensional dynamics of generalization error in neural networks". Neural Networks. 132: 428–446. doi:10.1016/j...

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Probably approximately correct learning

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probability (the "probably" part), the selected function will have low generalization error (the "approximately correct" part). The learner must be able to learn...

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Decision boundary

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boundary. Decision boundary instability can be incorporated with generalization error as a standard for selecting the most accurate and stable classifier...

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Order of approximation

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in the expansion (usually the higher terms). This affects accuracy. The error usually varies within the interval. Thus the numbers zeroth, first, second...

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Machine learning

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decomposition is one way to quantify generalization error. For the best performance in the context of generalization, the complexity of the hypothesis should...

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Overfitting

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thus insufficiently be able to predict future data results (see Generalization error). Shown in Figure 5 the linear line could not represent all the given...

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Neural tangent kernel

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describing the expected generalization error of high-dimensional kernel regression; these results immediately explain the generalization of sufficiently wide...

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Big O notation

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[ 0 , ∞ ) 2 {\displaystyle [0,\infty )^{2}} . This is not the only generalization of big O to multivariate functions, and in practice, there is some inconsistency...

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Significant figures

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significant figures, resulting in 12.345 kg as the accurate value. The rounding error (in this example, 0.00025 kg = 0.25 g) approximates the numerical resolution...

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With high probability

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process for machine-learning in which the learned function has low generalization-error WHP. Gossip protocols: a communication protocol used in distributed...

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Approximation error

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approximation error in a data value is the discrepancy between an exact value and some approximation to it. This error can be expressed as an absolute error (the...

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Fallacy

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renders the argument invalid, while an informal fallacy originates in an error in reasoning other than an improper logical form. Arguments containing informal...

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False precision

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In science and engineering, convention dictates that unless a margin of error is explicitly stated, the number of significant figures used in the presentation...

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Speech error

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adhere to. As a result, they are able to predict speech errors. Four generalizations about speech errors have been identified: Interacting elements tend to...

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