#Variance

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A common task in machine learning is to estimate or optimize “log-sum-exp” functions with (potentially continuously) many terms such as $$ \log \Big( \int_{\mathcal{X}} e^{v(x)} dq(x) \Big),$$ where \(v: \mathcal{X} \to \mathbb{R}\) is some potential…

From Dev.to - ai: Uncertainty Estimates of Predictions via a General Bias-Variance Decomposition

You have 100 features. Most of them are correlated. Training is slow. Visualization is impossible....

The VRP formula, a worked SPY example, a 30-line Python implementation, and the five pitfalls that quietly produce a number that looks right but isn't.

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Hello! Doing some probability math task : I thought about maximum value of variance on a finite interval. My thought is maximum value of variance is obtained with uniform distribution. Do I get it right? Thanks in advance!

Variance inflation is a problem frequently encountered by Six Sigma Black Belts who are performing regression analysis. It can lead to serious problems with the analysis, such as regression coefficients with the wrong sign.…