Subdomain 1.5: The bias / variance trade-off
1.In the context of the bias-variance decomposition of mean squared error, what does the 'variance' term specifically refer to?
- A.The error introduced by approximating a complex real-world problem with a simplified model.
- B.The amount by which the model's prediction would change if it were estimated using a different training dataset.
- C.The inherent noise in the dataset that cannot be reduced by any machine learning model.
- D.The difference between the average prediction of the model and the true target value.
Show answer & explanation
Correct answer: B — The amount by which the model's prediction would change if it were estimated using a different training dataset.
- A. This option describes the bias term. Bias represents the error introduced by approximating a complex real-world relationship with a simplified model, which often leads to underfitting.
- B. This is the correct definition. Variance measures the model's sensitivity to the specific training set used. It captures how much the model's predictions would fluctuate if it were trained on different samples from the same data-generating process.
- C. This refers to the irreducible error (often denoted as sigma squared). This is the noise inherent in the data itself that cannot be eliminated regardless of the model chosen.
- D. This describes the mathematical definition of bias: the difference between the average prediction of our model (across many hypothetical training sets) and the true underlying value.