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Reading 13: Regression II: Gaussian Process, Cross Validation

Reading 13: Regression II: Gaussian Process, Cross Validation#

For the class on Monday, March 18th

Reading assignments#

  1. Read the following sections of [ICVG20]:

    • Chap. 8 “Regression and Model Fitting”

      • Sec. 8.10 “Gaussian Process Regression”

      • Sec. 8.11 “Overfitting, Underfitting, and Cross-Validation” (and all its subsections)

Questions#

Hint

Submit your answer on Canvas. Due at noon, Monday, March 18th.

  1. List anything from your reading that confuses you. Explain why they confuse you. If nothing confuses you, briefly summarize what you have learned from this reading assignment.

  2. Use your own words to explain the difference between a “test set” and a “cross-validation set”.

Discussion Preview#

Note

We will discuss the following questions in class. They are included here so that you have a chance to think about them before class. You need not submit your answers as part of this assignment.

  1. We will compare Linear Regression and Gaussian Process Regression and identify their strengths and weaknesses.

  2. We will discuss the importance of cross validation and how to interpret the cross validation result.

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