From the course: Advanced Predictive Modeling: Mastering Ensembles and Metamodeling
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Visualizing bias and variance - SPSS Tutorial
From the course: Advanced Predictive Modeling: Mastering Ensembles and Metamodeling
Visualizing bias and variance
- [Instructor] Now we're going to take a look at a bunch of scatterplots so that we can really visualize what's going on with bias and variance. Don't worry about the fact that I happen to be in SPSS right now, I just want to show you several examples. What I'm going to do is if you happen to be an SPSS person, I'm going to give you the output file and if you're not, you get to check this out as a PDF if you care to take a closer look. So, the first scatterplot is as straight forward as it seems. It's just a linear regression fit around miles per gallon using weight as a predictor. So, Hastie and Tibshirani in their Introduction to Statistical Learning love to describe models as being more or less flexible. This cubic fit around the same data is clearly more flexible. It literally bends compared to the linear fit that we just saw which is less flexible. So, generally more flexible methods result in less bias. The cubic we would expect is going to be more accurate. However, it's kind…
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