Questions tagged [variance]
The variance tag has no summary.
122 questions
4 votes
1 answer
71 views
How do classical statistics definitions of precision and accuracy relate to bias-variance in ML?
I'm currently studying topics related to classical statistics and machine learning, and I’m trying to reconcile how the terms precision and accuracy are defined in both domains. Precision in classical ...
- 41
3 votes
0 answers
44 views
Variance / Influence over time from separate sources
Say I have 3 time series. Index X, Sentiment Y, and Rate Z, all floats, x-axis is time. My hypothesis is, Index X is composed or influenced by both Y, Z plus some noise. How can I get an estimate for ...
- 131
1 vote
0 answers
16 views
Seeking Fintech Datasets for Variance Reduction Research in A/B Testing
I’m a fourth-year Applied Math student currently writing my diploma thesis on variance reduction in online experiments. My goal is to apply different variance reduction techniques (e.g., ...
3 votes
1 answer
169 views
Calculate mean/variance of sums of randomly chosen numbers from an array
Let's say there's an array containing float numbers, and it's size is n. Now m numbers will be chosen out of this array, and these m numbers' sum will generate a new number. So all these possible ...
- 143
-1 votes
1 answer
47 views
Is variance proportional to the maximum distance between samples of a distribution?
I have two sets of data: one is set1=[2,2,2,4.5] and set2=[2,1.5,2,4.5,2.5]. If I plot their distributions, set1 is: set2 is: I would say that set2 is a wider distribution and so I would expect a ...
0 votes
0 answers
36 views
Comparing Systems Based on Their Variance
I am using simulations to compare two economic models and want to understand their impact on returns (i.e., the percentage change in prices). I have employed common random numbers for these ...
- 1
2 votes
1 answer
533 views
How do I compute and plot Bias and Variance of a classifier in Python?
I'm new to Machine Learning and I understand bias and variance in theory but I can't seem to find a single source that explains how bias or variance can be computed. I'd like to do it in Python and ...
- 123
0 votes
1 answer
22 views
i am trying to get the the variance of derivative of order 2. i only have the data of an EEG signal sampled at 128 Hz. is the below code correct
I basically want to implement equation 7 present in the added image ...
0 votes
1 answer
230 views
Why the standard deviation of the BERT weight initialization is 0.02 by default
The purpose of weight initialization in the neural network is to keep the variance of calculation output in the layers to 1.0, and it depends on the calculations involved in the layers. Initializing ...
- 829
0 votes
1 answer
568 views
What is the best practice to detect constant and nearly constant data over time?
I'm experimenting with the characterization of data over time. I generated some synthesized data with certain periodic patterns over time every 5mins (granularity of 5mins= data generated with the ...
- 610
0 votes
1 answer
92 views
Question about bias-variance trade off
This question is from a uni module about machine learning. I'm a bit stuck as I can't relate it to the bias-variance trade-off, to me the question implies all models have something to do with the ...
0 votes
1 answer
82 views
For standard deviation's formula, why does division by sample size come before square rooting?
Why is this used to calculate a sample's standard deviation: $s=\sqrt{\frac{1}{N-1}\sum_{i=1}^N(x_i-\bar{x})^2}$ and not something like: $s=\frac{1}{N-1}\sqrt{\sum_{i=1}^N(x_i-\bar{x})^2}$ I ...
0 votes
1 answer
290 views
Understanding bootstrapping in bias variance decomposition
I was going through bias and variance tradeoff article and it makes use of bias_variance_decomp function from mlxtend library. ...
- 299
1 vote
1 answer
78 views
variance explained by model
This is a question for beginners. edited 19/11. I am really confused by the term variance and so many other variants. For example, the figure below shows the variance of two models to compare. Is ...
- 11
0 votes
1 answer
256 views
Relation between MSE and variance of data
I am having a hard time understanding how to compare results of MSE and variance of data to eachother. I understand that MSE is used to calculate how far off data points are from a prediction, say you ...
- 1