Title:Model Assessment and Selection
Speaker: Weiran Shen Tsinghua University
Time: 2015-04-02 12:00-2015-04-02 14:00
Venue:FIT 1-203-5


The generalization performance of a learning method relates to its prediction capability on independent test data. Assessment of this performance is extremely important in practice, since it guides the choice of learning method or model, and gives us a measure of the quality of the ultimately chosen model.
In this chapter we describe and illustrate the key methods for performance assessment, and show how they are used to select models. We begin the chapter with a discussion of the interplay between bias, variance and model complexity.

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