学习曲线(Learning Curves)来查看模型是高偏差还是高方差。学习曲线会展示误差是如何随着训练集的大小的改变而发生变化的,我们会监控两个误差得分:一个针对训练集,另一个针对验证集。具体内容可以参考链接的3.1节
下面给出一般学习曲线的代码:
import numpy as np
import matplotlib.pyplot as plt
from sklearn.naive_bayes import GaussianNB
from sklearn.svm import SVC
from sklearn.datasets import load_digits
from sklearn.model_selection import learning_curve
from sklearn.model_selection import ShuffleSplit
def plot_learning_curve(estimator,title,X,y,ylim=None,cv=None,n_jobs=1,train_sizes=np.linspace(.1,1.0,5)):
plt.figure() # 产生一个画布
plt.title(title) # 设置该画布的标题
if ylim is not None:
plt.ylim(*ylim) # 组包成元组
plt.xlabel("Training examples") # 设置x轴的标签
plt.ylabel("Score") # 设置y轴的标签
train_sizes , train_scores,test_scores = learning_curve(estimator,X,y,cv=cv,n_jobs=n_jobs,train_sizes=train_sizes)
train_scores_mean = np.mean(train_scores,axis=-1)
train_scores_std = np.std(train_scores,axis=-1)
test_scores_mean = np.mean(test_scores,axis=-1)
test_scores_std = np.std(test_scores,axis=-1)
plt.grid() # 使得画布产生网格
plt.fill_between(train_sizes, train_scores_mean - train_scores_std,
train_scores_mean + train_scores_std, alpha=0.1,
color="r")
plt.fill_between(train_sizes, test_scores_mean - test_scores_std,
test_scores_mean + test_scores_std, alpha=0.1, color="g")
plt.plot(train_sizes, train_scores_mean, 'o-', color="r",
label="Training score")
plt.plot(train_sizes, test_scores_mean, 'o-', color="g",
label="Cross-validation score")
plt.legend(loc="best") # 设置图例
return plt
一点想法(来源于偏方差分解):
在过去我们往往直接取学习曲线获得的分数的最高点,即考虑偏差最小的点,是因为模型极度不稳定,方差很大的情况其实比较少见。当数据量非常少时,模型会相对不稳定,因此我们将方差也纳入考虑的范围。在绘制学习曲线时,我们不仅要考虑偏差的大小,,还要考虑方差的大小,更要考虑泛化误差中我们可控的部分。当然,并不是说可控的部分比较小,整体的泛化误差就一定小,因为误差有时候可能占主导。