# Questions tagged [variance]

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### For standard deviation's formula, why does division by sample size come before square rooting?

Why is this used to calculate a sample's standard deviation: $s=\sqrt{\frac{1}{N-1}\sum_{i=1}^N(x_i-\bar{x})^2}$ and not something like: $s=\frac{1}{N-1}\sqrt{\sum_{i=1}^N(x_i-\bar{x})^2}$ I ...
41 views

### Leave One Subject Out Cross Validation: mean vs median

Assume we have a dataset with n subjects and m labels and train a classifier. To ensure that there is no subject bias in the ...
223 views

### Why Seaborn's histplot takes a longer time to plot when the data is far from the median than when it is closer?

I have recently noticed that, for the some number of data points and for the same precision (int64), when using Seaborn's histplot on data that has huge variance with respect to the median it takes a ...
22 views

### Generate new sample with higher variance, covariance from empirical distribution

I am analyzing the joint distribution of three continuous variables. I would like to sample from the joint distribution of these three variables, which is straight forward. However, I also want to ...
121 views

### Understanding loss function/ implementing my own

I am currently working on an ETA prediction LightGBM model (regression tree) for which I want the negative residuals to be penalized higher than the positive. I understand that a custom loss function ...
89 views

### Understanding bootstrapping in bias variance decomposition

I was going through bias and variance tradeoff article and it makes use of bias_variance_decomp function from mlxtend library. ...
32 views

### variance explained by model

This is a question for beginners. edited 19/11. I am really confused by the term variance and so many other variants. For example, the figure below shows the variance of two models to compare. Is ...
33 views

### Relation between MSE and variance of data

I am having a hard time understanding how to compare results of MSE and variance of data to eachother. I understand that MSE is used to calculate how far off data points are from a prediction, say you ...
100 views

### Proof for MSE = Var + Bias2

I am trying to prove the equality of $$\rm MSE=Var+Bias^2$$ but obviously I got something wrong as they don't equal in my calculation: So here is the example. I use monte carlo to estimate this ...
1 vote
45 views

### Whether to use LDA or QDA

I'm trying to determine whether it's best to use linear or quadratic discriminant analysis for an analysis that I'm working on. It's my understanding that one of the motivations for using QDA over LDA ...
76 views

### VIF Vs Mutual Info

I was searching for the best ways for feature selection in a regression problem & came across a post suggesting mutual info for regression, I tried the same on boston data set. The results were as ...
1 vote
268 views

### Why and how Variational Inference underestimates variance?

I referred to the Quora link here as well, but could not understand clearly. Can anyone please help me understand why and how variational inference underestimates the variance of the true posterior ...
1 vote
29 views

### Do these values of bias and variance make sense?

I have this code: ...
36 views

### How to define the features that bring more variance?

I have a dataset with 10 column, that are my features, and 1732 row that are my registrations. This registration are divided in 15 classes, so I have several registration for every class in my dataset....
1 vote
975 views

### How does bias and variance relate with the training/testing error in Machine Learning. In layman terms does high variance means high testing error

What causes high BIAS/VARIANCE and what are the consequences. Can someone explain in simple terms w.r.t to training/testing errors?
1 vote
236 views

### SKLearn PCA explained_variance_ration cumsum gives array of 1

I have a problem with PCA. I read that PCA needs clean numeric values. I started my analysis with a dataset called trainDf with shape ...
24 views

### Relationship of Bias and size of dataset

I was reading the following book: http://www.feat.engineering/resampling.html where the author mentioned the below: Generally speaking, as the amount of data in the analysis set shrinks, the ...
86 views

### Evaluating if metric of one group is higher than the metric of another group when group sizes differ significantly

I am working with a dataset that contains data of applicant income, gender, and loan status (whether or not the person was approved for a loan). I've created the following plots from the data. The ...
74 views

### learning curves of a classification algorithm

I a trying to understand this learning curve of a classification problem. But I am not sure what to infer. I believe that I have overfitting but I cannot sure. Very low training loss that’s very ...
1 vote
24 views

### Repeating values caught with a binary classifier

If my machine is broken, it starts to repeat certain channels. Thing is if there are no out-liars, it is difficult to tell it's broken as we would expect all data points to be around the same value. I ...
24 views

### I am not sure whether I am being asked to calculate the variance or the irreducible error

The question: Suppose we randomly sample a training set D from some unknown distribution. For each training set D we sample, we train a regression model to predict $y$ from $x$. We repeat this 10 ...
34 views

### Sampling a data based on average and variance of another data

I have a set of textual datasets that have the following average and variance tokens lengths: ...
1 vote
33 views

### Checking my understanding of the bias-variance tradeoff

Hello fellow DS aficionados, I'm trying to clarify some confusing feedback I got from a homework problem. We were told to recreate the bias-variance tradeoff graph using the first graph below as an ...
1 vote
70 views

### How can I calculate the level of agreement between my K-Means cluster labels and my ground truth labels in R?

I have made a K-Means clustering from 3 rasters with various values of k (k=2, k=4, k=7) and would like to know which values of k explains the most variance in my ground-truth data or the value of k ...
25 views

### Is it always that lower tree with higher bias but higher tree with higher varaince

When dealing with bias and variance trade-offs, I always hear that in tree models: shallow tree = high bias but low variance, deep tree = low bias but high variance. Someone may also quote from high ...
272 views

### Find variance from 2 variances of 2 datasets with difference sizes

In an attempt to find the mean number of hours his tutorial classmates spent per day preparing for tutorials, John collected data from 10 of his friends in the tutorial group and found that the mean ...
80 views

### Is there R functions that allow to test for overdispersion when fitting a model with survey design?

I realized I need to use the package survey to be able to include sample weights in my regression analysis. Initially, I wanted to use a negative binomial regression on each one of my outcomes as ...
96 views

### dividing Mean by standard Deviation meaning

I have played around with logistic regression a little using movement data intervals that are prelabeled as either resting or active. I now found that if I divide the mean movement of the individual ...
1 vote
23 views

### Generalization error problem on training set

Training data: $\mathcal {T} =\{(2,1),(3,2),(4,6),(0,0),(1,1)\}$ you already computed a predictor for the output using linear regression by least squares, where you used the first 3 samples as ...
39 views

### KNN Variance using a high value of K and cross-validation

it has come to my understanding, that a value of K=1, gives a high variance because we are only using only one data point, hence we are very likely to model the noise in that training example. Bias: ...
65 views

### Lower Variance vs. Higher Validation Scores

So I'm trying to compare between two models, say model(1) has training accuracy of 90% and validation accuracy of 86%, while model(2) has training accuracy of 87% and validation accuracy of 85%. Now, ...
1 vote
56 views

### Reducing (Variance) | the gap between my weights

I have ML ready samples. And each sample has a weight. The weights distribute between [0-1] My problem arise because there are a lot of samples which are ...
36 views

### Given a regression based model with many feature variables; what tools would you utilize to figure out which feature variables add the most variance?

Given a hypothetical dataset {S} with 100 X feature variables and 10 predicted Y variables. X1 ... X100 Y1 .... Y10 1 .. 2 3 .. 4 4 .. 3 2 .. 1 Let's say I want to improve the accuracy of Y1. I am ...
229 views

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### How to find a probability distribution the parameters of which do not impact each other like mean and variance in normal distribution do?

I need to find a probability distribution to fit my data. My data has two important features, duration and activity count. Duration means how long one sequence lasts and activity count means the ...