-
Notifications
You must be signed in to change notification settings - Fork 0
/
Copy pathchapter20.html
226 lines (186 loc) · 21.1 KB
/
chapter20.html
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
<!DOCTYPE HTML>
<html lang="en" class="sidebar-visible no-js light">
<head>
<!-- Book generated using mdBook -->
<meta charset="UTF-8">
<title>偏差和方差：误差的两大来源 - Machine Learning Yearning</title>
<!-- Custom HTML head -->
<meta content="text/html; charset=utf-8" http-equiv="Content-Type">
<meta name="description" content="">
<meta name="viewport" content="width=device-width, initial-scale=1">
<meta name="theme-color" content="#ffffff" />
<link rel="icon" href="favicon.svg">
<link rel="shortcut icon" href="favicon.png">
<link rel="stylesheet" href="css/variables.css">
<link rel="stylesheet" href="css/general.css">
<link rel="stylesheet" href="css/chrome.css">
<link rel="stylesheet" href="css/print.css" media="print">
<!-- Fonts -->
<link rel="stylesheet" href="FontAwesome/css/font-awesome.css">
<link rel="stylesheet" href="fonts/fonts.css">
<!-- Highlight.js Stylesheets -->
<link rel="stylesheet" href="highlight.css">
<link rel="stylesheet" href="tomorrow-night.css">
<link rel="stylesheet" href="ayu-highlight.css">
<!-- Custom theme stylesheets -->
</head>
<body>
<!-- Provide site root to javascript -->
<script type="text/javascript">
var path_to_root = "";
var default_theme = window.matchMedia("(prefers-color-scheme: dark)").matches ? "navy" : "light";
</script>
<!-- Work around some values being stored in localStorage wrapped in quotes -->
<script type="text/javascript">
try {
var theme = localStorage.getItem('mdbook-theme');
var sidebar = localStorage.getItem('mdbook-sidebar');
if (theme.startsWith('"') && theme.endsWith('"')) {
localStorage.setItem('mdbook-theme', theme.slice(1, theme.length - 1));
}
if (sidebar.startsWith('"') && sidebar.endsWith('"')) {
localStorage.setItem('mdbook-sidebar', sidebar.slice(1, sidebar.length - 1));
}
} catch (e) { }
</script>
<!-- Set the theme before any content is loaded, prevents flash -->
<script type="text/javascript">
var theme;
try { theme = localStorage.getItem('mdbook-theme'); } catch(e) { }
if (theme === null || theme === undefined) { theme = default_theme; }
var html = document.querySelector('html');
html.classList.remove('no-js')
html.classList.remove('light')
html.classList.add(theme);
html.classList.add('js');
</script>
<!-- Hide / unhide sidebar before it is displayed -->
<script type="text/javascript">
var html = document.querySelector('html');
var sidebar = 'hidden';
if (document.body.clientWidth >= 1080) {
try { sidebar = localStorage.getItem('mdbook-sidebar'); } catch(e) { }
sidebar = sidebar || 'visible';
}
html.classList.remove('sidebar-visible');
html.classList.add("sidebar-" + sidebar);
</script>
<nav id="sidebar" class="sidebar" aria-label="Table of contents">
<div class="sidebar-scrollbox">
<ol class="chapter"><li class="chapter-item expanded affix "><a href="index.html">引言</a></li><li class="chapter-item expanded "><a href="chapter1.html"><strong aria-hidden="true">1.</strong> 机器学习策略的原因</a></li><li class="chapter-item expanded "><a href="chapter2.html"><strong aria-hidden="true">2.</strong> 如何使用本书来帮助您的团队</a></li><li class="chapter-item expanded "><a href="chapter3.html"><strong aria-hidden="true">3.</strong> 预备知识和注释</a></li><li class="chapter-item expanded "><a href="chapter4.html"><strong aria-hidden="true">4.</strong> 规模推动机器学习进步</a></li><li class="chapter-item expanded "><a href="chapter5.html"><strong aria-hidden="true">5.</strong> 您的开发和测试集</a></li><li class="chapter-item expanded "><a href="chapter6.html"><strong aria-hidden="true">6.</strong> 你的开发集和测试集应该来自相同的分布</a></li><li class="chapter-item expanded "><a href="chapter7.html"><strong aria-hidden="true">7.</strong> 开发集/测试集需要多大</a></li><li class="chapter-item expanded "><a href="chapter8.html"><strong aria-hidden="true">8.</strong> 为您的团队建立单一数字的评估指标以进行优化</a></li><li class="chapter-item expanded "><a href="chapter9.html"><strong aria-hidden="true">9.</strong> 优化指标和满足指标</a></li><li class="chapter-item expanded "><a href="chapter10.html"><strong aria-hidden="true">10.</strong> 通过开发集和评估标准加速迭代</a></li><li class="chapter-item expanded "><a href="chapter11.html"><strong aria-hidden="true">11.</strong> 何时更改开发/测试集和评估指标</a></li><li class="chapter-item expanded "><a href="chapter12.html"><strong aria-hidden="true">12.</strong> 小结：建立开发集和测试集</a></li><li class="chapter-item expanded "><a href="chapter13.html"><strong aria-hidden="true">13.</strong> 快速构建您的第一个系统，然后迭代</a></li><li class="chapter-item expanded "><a href="chapter14.html"><strong aria-hidden="true">14.</strong> 误差分析：查看开发集样本以评估想法</a></li><li class="chapter-item expanded "><a href="chapter15.html"><strong aria-hidden="true">15.</strong> 在误差分析期间并行评估多个想法</a></li><li class="chapter-item expanded "><a href="chapter16.html"><strong aria-hidden="true">16.</strong> 清理错误标注的开发和测试集样本</a></li><li class="chapter-item expanded "><a href="chapter17.html"><strong aria-hidden="true">17.</strong> 如果你有一个大的开发集，将其分成两个子集，只着眼于其中的一个</a></li><li class="chapter-item expanded "><a href="chapter18.html"><strong aria-hidden="true">18.</strong> Eyeball 和 Blackbox 开发集应该多大？</a></li><li class="chapter-item expanded "><a href="chapter19.html"><strong aria-hidden="true">19.</strong> 小贴士：基本误差分析</a></li><li class="chapter-item expanded "><a href="chapter20.html" class="active"><strong aria-hidden="true">20.</strong> 偏差和方差：误差的两大来源</a></li><li class="chapter-item expanded "><a href="chapter21.html"><strong aria-hidden="true">21.</strong> 偏差和方差的例子</a></li><li class="chapter-item expanded "><a href="chapter22.html"><strong aria-hidden="true">22.</strong> 比较最优错误率</a></li><li class="chapter-item expanded "><a href="chapter23.html"><strong aria-hidden="true">23.</strong> 处理偏差和方差</a></li><li class="chapter-item expanded "><a href="chapter24.html"><strong aria-hidden="true">24.</strong> 偏差和方差间的权衡</a></li><li class="chapter-item expanded "><a href="chapter25.html"><strong aria-hidden="true">25.</strong> 减少可避免偏差的方法</a></li><li class="chapter-item expanded "><a href="chapter26.html"><strong aria-hidden="true">26.</strong> 训练集上的误差分析</a></li><li class="chapter-item expanded "><a href="chapter27.html"><strong aria-hidden="true">27.</strong> 减少方差的方法</a></li><li class="chapter-item expanded "><a href="chapter28.html"><strong aria-hidden="true">28.</strong> 诊断偏差和方差：学习曲线</a></li><li class="chapter-item expanded "><a href="chapter29.html"><strong aria-hidden="true">29.</strong> 绘制训练误差曲线</a></li><li class="chapter-item expanded "><a href="chapter30.html"><strong aria-hidden="true">30.</strong> 解读学习曲线：高偏差</a></li><li class="chapter-item expanded "><a href="chapter31.html"><strong aria-hidden="true">31.</strong> 解释学习曲线：其他情况</a></li><li class="chapter-item expanded "><a href="chapter32.html"><strong aria-hidden="true">32.</strong> 绘制学习曲线</a></li><li class="chapter-item expanded "><a href="chapter33.html"><strong aria-hidden="true">33.</strong> 为何我们要与人类水平的表现作对比</a></li><li class="chapter-item expanded "><a href="chapter34.html"><strong aria-hidden="true">34.</strong> 如何定义人类水平的表现</a></li><li class="chapter-item expanded "><a href="chapter35.html"><strong aria-hidden="true">35.</strong> 超越人类水平表现</a></li><li class="chapter-item expanded "><a href="chapter36.html"><strong aria-hidden="true">36.</strong> 何时应该在不同的分布下训练和测试</a></li><li class="chapter-item expanded "><a href="chapter37.html"><strong aria-hidden="true">37.</strong> 如何决定是否使用所有数据</a></li><li class="chapter-item expanded "><a href="chapter38.html"><strong aria-hidden="true">38.</strong> 如何决定是否包含不一致的数据</a></li><li class="chapter-item expanded "><a href="chapter39.html"><strong aria-hidden="true">39.</strong> 加权数据</a></li><li class="chapter-item expanded "><a href="chapter40.html"><strong aria-hidden="true">40.</strong> 从训练集到开发集的泛化</a></li><li class="chapter-item expanded "><a href="chapter41.html"><strong aria-hidden="true">41.</strong> 识别偏差、方差和数据不匹配误差</a></li><li class="chapter-item expanded "><a href="chapter42.html"><strong aria-hidden="true">42.</strong> 处理数据不匹配</a></li><li class="chapter-item expanded "><a href="chapter43.html"><strong aria-hidden="true">43.</strong> 人工数据合成</a></li><li class="chapter-item expanded "><a href="chapter44.html"><strong aria-hidden="true">44.</strong> 优化验证测试</a></li><li class="chapter-item expanded "><a href="chapter45.html"><strong aria-hidden="true">45.</strong> 优化验证集的一般形式</a></li><li class="chapter-item expanded "><a href="chapter46.html"><strong aria-hidden="true">46.</strong> 强化学习样本</a></li><li class="chapter-item expanded "><a href="chapter47.html"><strong aria-hidden="true">47.</strong> 端到端学习的兴起</a></li><li class="chapter-item expanded "><a href="chapter48.html"><strong aria-hidden="true">48.</strong> 更多端到端学习示例</a></li><li class="chapter-item expanded "><a href="chapter49.html"><strong aria-hidden="true">49.</strong> 端到端学习的优点和缺点</a></li><li class="chapter-item expanded "><a href="chapter50.html"><strong aria-hidden="true">50.</strong> 选择流水线组件：数据可用性</a></li><li class="chapter-item expanded "><a href="chapter51.html"><strong aria-hidden="true">51.</strong> 选择流水线组件：任务简单</a></li><li class="chapter-item expanded "><a href="chapter52.html"><strong aria-hidden="true">52.</strong> 直接学习丰富的输出</a></li><li class="chapter-item expanded "><a href="chapter53.html"><strong aria-hidden="true">53.</strong> 组件错误分析</a></li><li class="chapter-item expanded "><a href="chapter54.html"><strong aria-hidden="true">54.</strong> 将错误归因于某个组件</a></li><li class="chapter-item expanded "><a href="chapter55.html"><strong aria-hidden="true">55.</strong> 错误归因的一般情况</a></li><li class="chapter-item expanded "><a href="chapter56.html"><strong aria-hidden="true">56.</strong> 组件错误分析和与人类水平的对比</a></li><li class="chapter-item expanded "><a href="chapter57.html"><strong aria-hidden="true">57.</strong> 发现有瑕疵的ML流水线</a></li><li class="chapter-item expanded "><a href="chapter58.html"><strong aria-hidden="true">58.</strong> 组建一个超级英雄团队——让你的队友阅读本书</a></li></ol>
</div>
<div id="sidebar-resize-handle" class="sidebar-resize-handle"></div>
</nav>
<div id="page-wrapper" class="page-wrapper">
<div class="page">
<div id="menu-bar-hover-placeholder"></div>
<div id="menu-bar" class="menu-bar sticky bordered">
<div class="left-buttons">
<button id="sidebar-toggle" class="icon-button" type="button" title="Toggle Table of Contents" aria-label="Toggle Table of Contents" aria-controls="sidebar">
<i class="fa fa-bars"></i>
</button>
<button id="theme-toggle" class="icon-button" type="button" title="Change theme" aria-label="Change theme" aria-haspopup="true" aria-expanded="false" aria-controls="theme-list">
<i class="fa fa-paint-brush"></i>
</button>
<ul id="theme-list" class="theme-popup" aria-label="Themes" role="menu">
<li role="none"><button role="menuitem" class="theme" id="light">Light (default)</button></li>
<li role="none"><button role="menuitem" class="theme" id="rust">Rust</button></li>
<li role="none"><button role="menuitem" class="theme" id="coal">Coal</button></li>
<li role="none"><button role="menuitem" class="theme" id="navy">Navy</button></li>
<li role="none"><button role="menuitem" class="theme" id="ayu">Ayu</button></li>
</ul>
<button id="search-toggle" class="icon-button" type="button" title="Search. (Shortkey: s)" aria-label="Toggle Searchbar" aria-expanded="false" aria-keyshortcuts="S" aria-controls="searchbar">
<i class="fa fa-search"></i>
</button>
</div>
<h1 class="menu-title">Machine Learning Yearning</h1>
<div class="right-buttons">
<a href="print.html" title="Print this book" aria-label="Print this book">
<i id="print-button" class="fa fa-print"></i>
</a>
</div>
</div>
<div id="search-wrapper" class="hidden">
<form id="searchbar-outer" class="searchbar-outer">
<input type="search" id="searchbar" name="searchbar" placeholder="Search this book ..." aria-controls="searchresults-outer" aria-describedby="searchresults-header">
</form>
<div id="searchresults-outer" class="searchresults-outer hidden">
<div id="searchresults-header" class="searchresults-header"></div>
<ul id="searchresults">
</ul>
</div>
</div>
<!-- Apply ARIA attributes after the sidebar and the sidebar toggle button are added to the DOM -->
<script type="text/javascript">
document.getElementById('sidebar-toggle').setAttribute('aria-expanded', sidebar === 'visible');
document.getElementById('sidebar').setAttribute('aria-hidden', sidebar !== 'visible');
Array.from(document.querySelectorAll('#sidebar a')).forEach(function(link) {
link.setAttribute('tabIndex', sidebar === 'visible' ? 0 : -1);
});
</script>
<div id="content" class="content">
<main>
<h2 id="chapter-20bias-and-variance-the-two-big-sources-of-error"><a class="header" href="#chapter-20bias-and-variance-the-two-big-sources-of-error">Chapter 20、Bias and Variance: The two big sources of error</a></h2>
<p><strong>偏差和方差：误差的两大来源</strong></p>
<p>假设你的训练集、开发集和测试集都来自相同的分布。那么你应该总是试图去获取更多的训练数据，因为这样能只提高性能，对吗？</p>
<p>尽管有更多的数据是无害的，不幸的是，它并不总是如我们期望的那样有帮助。获取更多的数据可能是浪费时间。所以，你如何决定何时该加数据，何时不用这么麻烦？</p>
<p>机器学习中有两个主要错误来源：偏差和方差。理解它们将有助于你决定添加数据，以及其他提高性能的策略是否能很好地利用时间。</p>
<p>假设你希望构建一个5%错误的猫识别器。目前，你的训练集错误率为15%，并且你的开发集错误率为16%。在这种情况下，添加数据可能不会有太多帮助。你应该关注其他改变。实际上，在你的训练集上添加更多的样本只会让你的算法难以在训练集上做的更好。（我们在后面章节中解释了原因）</p>
<p>如果你在训练集上的错误率是15%（85%的准确率），但是你的目标是5%错误率（95%准确率），那么第一个要解决的问题是提高算法在训练集上的性能。你的开发/测试集上的性能通常比在训练集上要差。所以，如果算法在见过的样本上得到85%的准确率，那么是不可能在没见过的样本上得到95%的准确率的。</p>
<p>假设如上所述你的算法在开发集上有16%的错误率（84%的准确率）。我们将这16%的错误分为两部分：</p>
<ul>
<li>首先，算法在训练集上的错误率。在本例中，它是15%。我们非正式地将此认为是算法的<strong>偏差(bias)</strong>。</li>
<li>其次，算法在开发（或测试）集上比训练集上差多少。在本例中，开发集比训练集差1%。我们非正式地将此认为是算法的<strong>方差(variance)</strong>【1】。</li>
</ul>
<p>学习算法的一些改变能解决错误的第一个组成部分——偏差，并且提高算法在训练集上的性能；一些改变能解决第二个组成部分——方差，并帮助算法从训练集到开发/测试集上更好的泛化【2】。为了选择最有希望的改变，了解这两组错误中哪个更叩待解决是很有用的。</p>
<p>开发对于偏差和方差的良好直觉将帮助你为算法选择有效的改变。</p>
<p>——————————</p>
<p>【1】统计领域有更多关于偏差和方差的正式定义，我们不必担心。粗略地说，当你有一个非常大的训练集时，偏差就是你算法在训练集上的错误率。方差是与此设置中的训练集相比，你在测试集上差多少。当你的误差衡量是均方差(mean squared error)时，你可以卸下指定这两个量的公式，并证明 Total Error = Bias + Variance。但是为了决定如何在ML问题上取得进展的目的，这里给出的偏差和方差的更非正式的定义就足够了。</p>
<p>【2】这里还有一些通过对系统架构做出大的改变的方法，能够同时减少偏差和方差。但是这些方法往往难以识别和实施。</p>
</main>
<nav class="nav-wrapper" aria-label="Page navigation">
<!-- Mobile navigation buttons -->
<a rel="prev" href="chapter19.html" class="mobile-nav-chapters previous" title="Previous chapter" aria-label="Previous chapter" aria-keyshortcuts="Left">
<i class="fa fa-angle-left"></i>
</a>
<a rel="next" href="chapter21.html" class="mobile-nav-chapters next" title="Next chapter" aria-label="Next chapter" aria-keyshortcuts="Right">
<i class="fa fa-angle-right"></i>
</a>
<div style="clear: both"></div>
</nav>
</div>
</div>
<nav class="nav-wide-wrapper" aria-label="Page navigation">
<a rel="prev" href="chapter19.html" class="nav-chapters previous" title="Previous chapter" aria-label="Previous chapter" aria-keyshortcuts="Left">
<i class="fa fa-angle-left"></i>
</a>
<a rel="next" href="chapter21.html" class="nav-chapters next" title="Next chapter" aria-label="Next chapter" aria-keyshortcuts="Right">
<i class="fa fa-angle-right"></i>
</a>
</nav>
</div>
<!-- Livereload script (if served using the cli tool) -->
<script type="text/javascript">
var socket = new WebSocket("ws://localhost:3000/__livereload");
socket.onmessage = function (event) {
if (event.data === "reload") {
socket.close();
location.reload();
}
};
window.onbeforeunload = function() {
socket.close();
}
</script>
<script type="text/javascript">
window.playground_copyable = true;
</script>
<script src="elasticlunr.min.js" type="text/javascript" charset="utf-8"></script>
<script src="mark.min.js" type="text/javascript" charset="utf-8"></script>
<script src="searcher.js" type="text/javascript" charset="utf-8"></script>
<script src="clipboard.min.js" type="text/javascript" charset="utf-8"></script>
<script src="highlight.js" type="text/javascript" charset="utf-8"></script>
<script src="book.js" type="text/javascript" charset="utf-8"></script>
<!-- Custom JS scripts -->
</body>
</html>