understanding noise, overfitting ...

1. R&D – VNG 19 Sep 2017

2.  Statistical learning
 Bias – variance Tradeoff
 Overfitting
 Regularization
 Validation
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4.  Theory of generalization
Vapnik-Chervonenkid
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ℙ 𝑬𝒊𝒏(𝒈 − 𝑬 𝒐𝒖𝒕(𝒈 > 𝓔 ≤ 𝟒𝒎 𝓗 𝟐𝑵 −
𝟏
𝟖
𝜺 𝟐 𝑵

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 Central limit theorem

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 The Gauss Markov Theorem:

7.  Statistical learning
 Bias – variance Tradeoff
 Overfitting
 Regularization
 Validation
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12.  Statistical learning
 Bias – variance Tradeoff
 Overfitting
 Regularization
 Validation
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16.  Statistical learning
 Bias – variance Tradeoff
 Overfitting
 Regularization
 Validation
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SOFT CONSTRAINT

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Heuristics
- Weight decay
- Different layer get different weight
- Tikhonov regulerizer

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Practical rule Idea

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23.  Statistical learning
 Bias – variance Tradeoff
 Overfitting
 Regularization
 Validation
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OPTIMISTICS BIAS