Model Selection / SVM Examples (Recitation)

Content

• Model Selection

  • Bias-Variance Tradeoff

  • Training vs Test Error

  • Overfitting

• LBSVM applet examples

  • Boundary determination

  • Importance of kernel type/parameters

  • Effect of introducing a penalty

• Real world example: Anomaly detection of trajectories

  • Anomaly detection

  • One-class SVM

  • DSDR / DSpER

Supplementary material

PDF slides for Model selection, LIBSVM Examples and Anomaly Detection of Trajectories.

If you want to extract the equations from the slides you can do so by using LaTeXit, simply by dragging the equation images into it.

Videos

Unedited video straight from a GF2.