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Sampling Methods in Machine Learning

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Sampling Methods in Machine Learning

Uploaded by

sidif81975
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Sampling Methods for

Supervised Learning
TIET, PATIALA
Training a Supervised Model
▪Supervised Learning occurs when an algorithm learns from examples data and
associated target responses (which can be numeric values or string labels).
▪ Supervised learning is where we have input variables (x) and an output variable
(Y) and use an algorithm to learn the mapping function from the input to the
output Y = f(x) .
▪ A supervised Learning model is trained in following three ways:
➢ Holdout Method
➢ K-fold Cross Validation
➢ Bootstrap Sampling
Holdout Method
▪ In this method, a part of the input data is held back (that is how the name
holdout originates) for evaluation of the model.

▪ Hold-out is when we split up your dataset into a ‘train’ and ‘test’ set.

▪ The training set is what the model is trained on, and the test set is used to see
how well that model performs on unseen data.

▪A common split when using the hold-out method is using 70-80% of data for
training and the remaining 20-30% of the data for testing.
Overfitting
▪ Overfitting is a modeling error that occurs when a function is too closely fit to a limited
set of data points.

▪ Overfitting the model generally takes the form of making an overly complex model to
explain behavior in the data under study.

▪ In reality, the data often studied has some degree of error or random noise within it.

▪ Thus, attempting to make the model conform too closely to slightly inaccurate data can
infect the model with substantial errors and reduce its predictive power.

▪ Overfitting results in good performance with training data se but poor performance with
test set.
Overfitting
▪ Overfitting can be avoided by:
➢ hold back of a validation data set.
➢ using resampling techniques like k-
fold cross validation.
➢ remove the data points which have
little or no-predictive power (feature
selection)
Holdout of a Validation Dataset
▪ When evaluating machine learning
models, the validation step helps us find
the best parameters for our model while
also preventing it from becoming
overfitted.
▪ In this method, we have training set, test
set and validation set.
▪ Validation set actually is a part of
training set, because it is used to build
your model. It is usually used for
parameter selection and to avoid
overfitting.
Holdout Method
▪ Pros of the hold-out strategy: Fully independent data; only needs to be run
once so has lower computational costs.

▪Cons of the hold-out strategy: Performance evaluation is subject to higher


variance given the smaller size of the data.
K-Fold Cross Validation
▪ Cross-validation or ‘k-fold cross-validation’ is when the dataset is randomly
split up into ‘k’ groups.
▪One of the groups is used as the test set and the rest are used as the training set.
▪The model is trained on the training set and scored on the test set.
▪Then the process is repeated until each unique group as been used as the test set.
▪ For example, for 5-fold cross validation, the dataset would be split into 5
groups, and the model would be trained and tested 5 separate times so each group
would get a chance to be the test set.
K-Fold Cross Validation
▪ Cross-validation or ‘k-fold cross-validation’ is when the dataset is randomly
split up into ‘k’ groups.
▪One of the groups is used as the test set and the rest are used as the training set.
▪The model is trained on the training set and scored on the test set.
▪Then the process is repeated until each unique group as been used as the test set.
▪ For example, for 5-fold cross validation, the dataset would be split into 5
groups, and the model would be trained and tested 5 separate times so each group
would get a chance to be the test set.
K-Fold Cross Validation
5-FOLD CROSS VALIDATION PROCESS CROSS VALIDATION
K-Fold Cross Validation
▪ A variant of cross validation is Leave one cross validation
▪ Leave one cross validation : We leave one point out (validation) , train for n-1
points . This is done for all n points at the end of the process the errors are
averaged out.
▪ Pros of the K-fold strategy: Prone to less variation because it uses the entire
training set.
▪ Cons of the K-fold strategy: Higher computational costs; the model needs to
be trained K times at the validation step (plus one more at the test step).
Bootstrap Sampling
▪ It uses the technique of Simple Random Sampling With Replacement (SRSWR).
▪ Bootstrapping randomly picks data instances from the input dataset , with the
possibility of the same data instance picked multiple times.
▪ Bootstrap sampling is used in a machine learning ensemble algorithm called
bootstrap aggregating (also called bagging).
▪It helps in avoiding overfitting and improves the stability of machine learning
algorithms.
▪ In bagging, a certain number of equally sized subsets of a dataset are extracted
with replacement. Then, a machine learning algorithm is applied to each of these
subsets and the outputs are ensembled
Bootstrap Sampling

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