MLG 015 Performance
May 07, 2017
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Performance evaluation & improvement

Show Notes

Performance evaluation

  • Performance measures: accuracy, precision, recall, F1/F2 score
  • Cross validation: split your data into train, validation, test sets
  • Training set is for training your algorithm
  • Validation set is to test your algorithm's performance. It can be used to inform changing your model (ie, hyperparameters)
  • Test set is used for your final score. It can't be used to inform changing your model.

Performance improvement

  • Modify hyperpamaraters
  • Data: collect more, fill in missing cells, normalize fields
  • Regularize: reduce overfitting (high variance) and underfitting (high bias)