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*See: [[covariance]]* | ||
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*Correlation* measures the linear relationship between two variables ([[variable]]) $X$ and $Y$ using the Pearson correlation coefficient, the most commonly used measure of correlation for [[continuous]] variables. | ||
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$$ | ||
\rho_{X,Y} = \frac{cov(X,Y)}{\sigma_{X}\sigma_{Y}} | ||
$$ | ||
$$ | ||
\sigma_X=\sqrt{\frac{\sum_{i=1}^n\left(X_i-\bar{X}\right)^2}{n}} | ||
$$ | ||
$$ | ||
\sigma_Y=\sqrt{\frac{\sum_{i=1}^n\left(Y_i-\bar{Y}\right)^2}{n}} | ||
$$ | ||
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*Correlation* measures the direction and magnitude of the linear relationship ([[linear regression]]). |
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*See: [[correlation]]* | ||
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*Covariance* is a normalized ([[normalmeasure of how two variables ([[variable]]) $X$ and $Y$ change together linearly. | ||
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Given a population of size $n$, it is calculated as follows: | ||
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$$ | ||
COV[X, Y] = E[(X - E[X])(Y - E[Y])] = \frac{\Sigma^n_{i=1} (X_i-\overline{X})(Y_i-\overline{Y})}{n} | ||
$$ | ||
The sign of the *covariance* indicates the direction of the relationship between variables: | ||
- when $COV[X, Y] > 0$, $X$ and $Y$ increase and decrease together. | ||
- when $COV[X, Y] < 0$, $X$ tends to decrease while $Y$ tends to increase and vice versa. | ||
- when $COV[X, Y] = 0$, $X$ and $Y$ do not display any of the above two tendencies. No linear relationship between $X$ and $Y$. | ||
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Note: *Covariance can only measure the directional relationship, not the magnitude. * |
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*Bias* is the error between average model prediction (i.e. $E[g(x)]$) and the ground truth $f(x)$. | ||
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*Bias* indicates the training error. | ||
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$$ | ||
Bias^2 = E[(E[(g(x)-f(x))^2])] | ||
$$ |
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The *coefficient of determination*, or $R^2$, measures the strength of the relationship between [[independent variable]] (inputs and the [[dependent variable]] (outputs). | ||
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It indicates the goodness of the fit of a [[linear regression]]. | ||
$$ | ||
0.0 \le R^2 \le 1.0 | ||
$$ | ||
Note: $R^2$ can increase as more predictors are added to a model, which can give an illusion of improvement. |
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*Cross validation* is used to compare models and prevent overfitting. | ||
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It is a resampling procedure to help he model to generalize well |
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*Curve fitting* refers to the process of determining a [[function]] that best approximates the relationship between some [[independent variable]] and some [[dependent variable]]. | ||
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We want to minimize the overall error. | ||
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*Under-fitting* is when a model fails to capture the complex underlying patterns in the data | ||
- Bias-Variance Trade off: if a model has high bias and low variance, the model under-fits the data |
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A *dependent variable* is a [[variable]] which depends on changes in the [[independent variable]]. [^1]In other words, it is the effect of the change. | ||
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[^1]: https://www.scribbr.com/methodology/independent-and-dependent-variables/ |
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In [[machine learning]], the *error* of a model is: | ||
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$$ | ||
Bias^2 + Variance + Ireeducible Error | ||
$$ | ||
where $Bias^2$ is | ||
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![bias](bias) | ||
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and $Variance$ is | ||
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![variance](variance) |
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An *independent variable* is a [[variable]] that stands alone and isn't changed by the other variables you're trying to measure. [^1] In other words, it causes change. | ||
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[^1]: https://nces.ed.gov/nceskids/help/user_guide/graph/variables.asp |
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The *mean squared error*, or $MSE$, is a way to measure the fit of the model on training data. | ||
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It can also be used to measure the fit of the model on the test data. | ||
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Note: $MSE$ doesn't inherently increase with more predictors, making it a more "honest" metric when tweaking model complexity. |
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A *variable* is any characteristic that can take on multiple values, such as height, age, temperature, and score. [^1] | ||
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[^1]: https://www.scribbr.com/methodology/independent-and-dependent-variables/ |
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An *IP address* (Internet Protocol address) is an [[address]] primarily used to identify a device connected on a [[network]] using the Internet Protocol. |
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A *MAC address* (Media Access Control address) is an [[address]] primarily used as a unique identifier assigned to a piece of [[hardware]]. | ||
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It is a 12-digit hexadecimal number assigned to each device connected to the [[network]]. |
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An *address* is a way to identify where some [[hardware]] or [[software]] is located. |
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A *network* is a [[set]] of computers ([[hardware]]) sharing resources (like printers) and exchanging [[data]] with each other. [^1] | ||
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[^1]: https://fcit.usf.edu/network/chap1/chap1.htm |