diff options
author | Jaron Kent-Dobias <jaron@kent-dobias.com> | 2025-02-11 12:23:44 -0300 |
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committer | Jaron Kent-Dobias <jaron@kent-dobias.com> | 2025-02-11 12:23:44 -0300 |
commit | 01a22225f2d207f04df595290e0e5c742a29ccee (patch) | |
tree | c7a885772aeaacd77978775bc1ebe9d50f9e9668 | |
parent | 64a3acf60804cfa2e504f695526c75c625640973 (diff) | |
download | ictp-saifr_colloquium-01a22225f2d207f04df595290e0e5c742a29ccee.tar.gz ictp-saifr_colloquium-01a22225f2d207f04df595290e0e5c742a29ccee.tar.bz2 ictp-saifr_colloquium-01a22225f2d207f04df595290e0e5c742a29ccee.zip |
More work on presentation
-rw-r--r-- | figs/fit_basis_poly.pdf | bin | 16699 -> 16699 bytes | |||
-rw-r--r-- | figs/fit_bias-variance2_poly.pdf | bin | 0 -> 6185 bytes | |||
-rw-r--r-- | figs/fit_bias-variance_poly.pdf | bin | 5618 -> 5618 bytes | |||
-rw-r--r-- | figs/fit_data.pdf | bin | 10408 -> 10408 bytes | |||
-rw-r--r-- | figs/fit_data_truth.pdf | bin | 13026 -> 13026 bytes | |||
-rw-r--r-- | figs/fit_goodfit_poly.pdf | bin | 12601 -> 12601 bytes | |||
-rw-r--r-- | figs/fit_overfit_poly.pdf | bin | 16252 -> 16252 bytes | |||
-rw-r--r-- | figs/fit_overparamfit_poly.pdf | bin | 0 -> 21816 bytes | |||
-rw-r--r-- | figs/fit_truth.pdf | bin | 7720 -> 7720 bytes | |||
-rw-r--r-- | figs/fit_underfit_poly.pdf | bin | 10837 -> 10837 bytes | |||
-rw-r--r-- | fits.nb | 3045 | ||||
-rw-r--r-- | ictp-saifr_colloquium.tex | 150 | ||||
-rw-r--r-- | poly_fits.dat | 2 |
13 files changed, 2962 insertions, 235 deletions
diff --git a/figs/fit_basis_poly.pdf b/figs/fit_basis_poly.pdf Binary files differindex 0661768..ca6b718 100644 --- a/figs/fit_basis_poly.pdf +++ b/figs/fit_basis_poly.pdf diff --git a/figs/fit_bias-variance2_poly.pdf b/figs/fit_bias-variance2_poly.pdf Binary files differnew file mode 100644 index 0000000..a1b6bb1 --- /dev/null +++ b/figs/fit_bias-variance2_poly.pdf diff --git a/figs/fit_bias-variance_poly.pdf b/figs/fit_bias-variance_poly.pdf Binary files differindex dfc460f..8e32d2f 100644 --- a/figs/fit_bias-variance_poly.pdf +++ b/figs/fit_bias-variance_poly.pdf diff --git a/figs/fit_data.pdf b/figs/fit_data.pdf Binary files differindex a6ff16c..ce8eecb 100644 --- a/figs/fit_data.pdf +++ b/figs/fit_data.pdf diff --git a/figs/fit_data_truth.pdf b/figs/fit_data_truth.pdf Binary files differindex 665355b..077186e 100644 --- a/figs/fit_data_truth.pdf +++ b/figs/fit_data_truth.pdf diff --git a/figs/fit_goodfit_poly.pdf b/figs/fit_goodfit_poly.pdf Binary files differindex eeef962..c3f0a4e 100644 --- a/figs/fit_goodfit_poly.pdf +++ b/figs/fit_goodfit_poly.pdf diff --git a/figs/fit_overfit_poly.pdf b/figs/fit_overfit_poly.pdf Binary files differindex cd840cb..96812ee 100644 --- a/figs/fit_overfit_poly.pdf +++ b/figs/fit_overfit_poly.pdf diff --git a/figs/fit_overparamfit_poly.pdf b/figs/fit_overparamfit_poly.pdf Binary files differnew file mode 100644 index 0000000..367fd79 --- /dev/null +++ b/figs/fit_overparamfit_poly.pdf diff --git a/figs/fit_truth.pdf b/figs/fit_truth.pdf Binary files differindex d22a512..8ad7aab 100644 --- a/figs/fit_truth.pdf +++ b/figs/fit_truth.pdf diff --git a/figs/fit_underfit_poly.pdf b/figs/fit_underfit_poly.pdf Binary files differindex 2253ade..68ab5d2 100644 --- a/figs/fit_underfit_poly.pdf +++ b/figs/fit_underfit_poly.pdf @@ -10,10 +10,10 @@ NotebookFileLineBreakTest NotebookFileLineBreakTest NotebookDataPosition[ 154, 7] -NotebookDataLength[ 1380591, 24637] -NotebookOptionsPosition[ 1374634, 24530] 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a^*\mid\text{data})$ is call the \emph{training error} + $\chi^2(\pmb a^*\mid\text{data})$ is called the \emph{training error} \medskip - MSE is called \emph{test} or \emph{generalization error} + MSE is called the \emph{test} or \emph{generalization error} + + \bigskip + + \textbf{BUT:} machine learning uses many more parameters $N$ than data points $M$ + \end{column} + \end{columns} +\end{frame} + +\begin{frame} + \frametitle{Curve fitting: the bad, the good, the ugly, and the weird} + \begin{columns} + \begin{column}{0.25\textwidth} + \centering + $M=40$, $N=2$ + + \bigskip + + \includegraphics[width=\columnwidth]{figs/fit_underfit_poly.pdf} + + \bigskip + + Underfit + + \smallskip + + $\chi^2$ is large + + \smallskip + + Best fit has \emph{high bias} \phantom{variance} + \end{column} + \begin{column}{0.25\textwidth} + \centering + $M=40$, $N=7$ + + \bigskip + + \includegraphics[width=\columnwidth]{figs/fit_goodfit_poly.pdf} + + \bigskip + + Good fit! + + \smallskip + + $\chi^2$ is moderate + + \smallskip + + Best fit has \emph{low variance} and \emph{low bias} + \end{column} + \begin{column}{0.25\textwidth} + \centering + $M=40$, $N=40$ + + \bigskip + + \includegraphics[width=\columnwidth]{figs/fit_overfit_poly.pdf} + + \bigskip + + Overfit + + \smallskip + + $\chi^2$ is zero + + \smallskip + + Best fit has \emph{high variance} + \end{column} + \begin{column}{0.25\textwidth} + \centering + $M=40$, $N=80$ + + \bigskip + + \includegraphics[width=\columnwidth]{figs/fit_overparamfit_poly.pdf} + + \bigskip + + Good fit? + + \smallskip + + $\chi^2$ is zero + + \smallskip + + Best fit has \emph{low variance} and \emph{low bias} + \end{column} + \end{columns} +\end{frame} + +\begin{frame} + \frametitle{Curve fitting: the bad, the good, the ugly, and the weird} + + \begin{columns} + \begin{column}{0.5\textwidth} + \centering + $M=40$, $N=80$ + + \bigskip + + \includegraphics[width=\columnwidth]{figs/fit_overparamfit_poly.pdf} + \end{column} + \begin{column}{0.5\textwidth} + \centering + \includegraphics[width=\textwidth]{figs/fit_bias-variance2_poly.pdf} + + \bigskip + + Bias--variance trade-off is blown up! + \end{column} + \end{columns} +\end{frame} + +\begin{frame} + \frametitle{Overparamaterized curve fitting} + \begin{columns} + \begin{column}{0.5\textwidth} + Underparameterized fitting ($M>N$) has a unique minimizing solution + + \medskip + + Overparameterized fits are not unique: $M$ constraints + \[ + 0=y_i-\hat f(x_i\mid\pmb a)\qquad\text{for all $1\leq i\leq M$} + \] + plus $N$ unknowns $\pmb a=[a_1,\ldots, a_N]$ gives a manifold of $N-M$ dimensions + + \medskip + + What leads to the `good' solutions instead of `bad' ones? + \end{column} + \begin{column}{0.5\textwidth} + \centering + $M=40$, $N=80$ + + \bigskip + + \includegraphics[width=\columnwidth]{figs/fit_overparamfit_poly.pdf} \end{column} \end{columns} \end{frame} diff --git a/poly_fits.dat b/poly_fits.dat index 8b24681..c852533 100644 --- a/poly_fits.dat 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