## Introduction

Machine learning models are developed primarily to produce good predictions for some desired quantity. What we want is a model that can * generalise* well the patterns in our data in order to make reasonable predictions. Two important measures of how well a model generalises are

**bias**and

**variance**:

- Bias is the tendency for a model to make predictions that deviate from the true values in a consistent way. A model with high bias lacks some expressive ability to simulate the process in question, and is said to
**underfit**the data - Variance is the effect of a model that is too sensitive to noise present in the data. A model with high variance has too much expressive ability for the process in question, and is said to
**overfit**the data

For the situation where we have data (x,y) and a model that makes predictions \hat{y}(x), the bias and variance are given by:

Bias = E(\hat{y}(x)) – y **(1)**

Variance = E([E(\hat{y}(x)) – \hat{y}(x)]^2) **(2)**

where the E(x) represents the expected value of x. Making a machine learning model that generalises well is typically a task of balancing the amount of bias and variance present, since high bias implies low variance, and vice versa.

We can examine these concepts further through example.

## Python Coding Example

Let’s start here by importing the necessary packages, and then generate some toy data:

```
## imports ##
import numpy as np
import matplotlib.pyplot as plt
## generate some data ##
x_true = np.linspace(0,8*np.pi,50)
y_true = np.sin(x_true) + 0.3*x_true + 0.3*np.random.rand(x_true.shape[0])
```

We can now plot these data to visualise the relationship between x and y:

```
## plot the data ##
plt.plot(x_true,y_true)
plt.title('Data with Seasonality & Trend')
plt.xlabel('x')
plt.ylabel('y')
plt.show()
```

We can see that these data have two principal components: a trend of y increasing with x, and a seasonal variation comprising 4 cycles in total.

Now let’s assume we have 3 different models that we fit to the data. Plotting these models with the raw data reveals:

```
## plot the data with predictions ##
plt.plot(x_true,y_true)
plt.plot(x_true,y_pred1)
plt.plot(x_true,y_pred2)
plt.plot(x_true,y_pred3)
plt.title('Data with Predictions')
plt.xlabel('x')
plt.ylabel('y')
plt.legend(['data','model 1','model 2','model 3'])
plt.show()
```

It’s apparent that models 1 & 2 do not fit the data very well: model 1 captures the trend but fails with mimicking the seasonal component. Model 2 captures the seasonality but fails to reproduce the trend. Both of these models are said to have high **bias**. This situation can arise by choosing an inadequate model (* linear regression* in the case of model 1, a simple sine function for model 2), or by having insufficient training data for the problem at hand. Model 3 follows the data well, and thus generalises the data generating process in a satisfactory way.

Let’s continue by generating some additional data:

```
## generate some data ##
x_true = np.linspace(0,25,50)
y_true = 0.3*x_true + 2*np.random.rand(x_true.shape[0])
## plot the data ##
plt.scatter(x_true,y_true)
plt.title('Data with trend')
plt.xlabel('x')
plt.ylabel('y')
plt.show()
```

We can see that these data follow a linear trend, but there’s a fair amount of noise. Now let’s fit two different models to these data, and plot the results:

```
## plot the data with predictions ##
plt.scatter(x_true,y_true)
plt.plot(x_true,y_pred1,color='r')
plt.plot(x_true,y_pred2,color='g')
plt.title('Data with predictions')
plt.xlabel('x')
plt.ylabel('y')
plt.legend(['model 1','model 2','data'])
plt.show()
```

Model 1 shows quite a lot of variation, as it attempts to fit the noise in the data. This model is said to have high **variance**, and this can result from using a model with too much expressive ability (in this case, a 20-degree polynomial). Model 2 is far simpler, and generalises the trend in the data very well.

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Hi I'm Michael Attard, a Data Scientist with a background in Astrophysics. I enjoy helping others on their journey to learn more about machine learning, and how it can be applied in industry.

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