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Kendrick Kay, Washington Univ. in St. Louis Statistics and Data Analysis in MATLAB Lecture 5: Model accuracy Kendrick Kay Washington University in St. Louis March 21, 2014

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Page 1: Statistics and Data Analysis in MATLAB Lecture 5: Model accuracykendrick/statsmatlab/Stats... · 2014-03-21 · Simple models vs. Simple model (Linear) Fits well High noise Fits too

Kendrick Kay, Washington Univ. in St. Louis

Statistics and Data Analysis in MATLAB

Lecture 5: Model accuracy

Kendrick Kay

Washington University in St. Louis March 21, 2014

Page 2: Statistics and Data Analysis in MATLAB Lecture 5: Model accuracykendrick/statsmatlab/Stats... · 2014-03-21 · Simple models vs. Simple model (Linear) Fits well High noise Fits too

Kendrick Kay, Washington Univ. in St. Louis

Page 3: Statistics and Data Analysis in MATLAB Lecture 5: Model accuracykendrick/statsmatlab/Stats... · 2014-03-21 · Simple models vs. Simple model (Linear) Fits well High noise Fits too

Kendrick Kay, Washington Univ. in St. Louis

Page 4: Statistics and Data Analysis in MATLAB Lecture 5: Model accuracykendrick/statsmatlab/Stats... · 2014-03-21 · Simple models vs. Simple model (Linear) Fits well High noise Fits too

Kendrick Kay, Washington Univ. in St. Louis

Page 5: Statistics and Data Analysis in MATLAB Lecture 5: Model accuracykendrick/statsmatlab/Stats... · 2014-03-21 · Simple models vs. Simple model (Linear) Fits well High noise Fits too

Kendrick Kay, Washington Univ. in St. Louis

Page 6: Statistics and Data Analysis in MATLAB Lecture 5: Model accuracykendrick/statsmatlab/Stats... · 2014-03-21 · Simple models vs. Simple model (Linear) Fits well High noise Fits too

Kendrick Kay, Washington Univ. in St. Louis

Page 7: Statistics and Data Analysis in MATLAB Lecture 5: Model accuracykendrick/statsmatlab/Stats... · 2014-03-21 · Simple models vs. Simple model (Linear) Fits well High noise Fits too

Kendrick Kay, Washington Univ. in St. Louis

Page 8: Statistics and Data Analysis in MATLAB Lecture 5: Model accuracykendrick/statsmatlab/Stats... · 2014-03-21 · Simple models vs. Simple model (Linear) Fits well High noise Fits too

Kendrick Kay, Washington Univ. in St. Louis

Page 9: Statistics and Data Analysis in MATLAB Lecture 5: Model accuracykendrick/statsmatlab/Stats... · 2014-03-21 · Simple models vs. Simple model (Linear) Fits well High noise Fits too

Kendrick Kay, Washington Univ. in St. Louis

Cross-validation •  Goal: estimate true accuracy of a model •  Approach:

Leave some data out Fit model Evaluate model on left-out data

Page 10: Statistics and Data Analysis in MATLAB Lecture 5: Model accuracykendrick/statsmatlab/Stats... · 2014-03-21 · Simple models vs. Simple model (Linear) Fits well High noise Fits too

Kendrick Kay, Washington Univ. in St. Louis