- In statistics and machine learning, the bias–variance tradeoff describes the relationship between a model's complexity, the accuracy of its predictions...- Look up variance in Wiktionary, the free dictionary. In probability theory and statistics, variance measures how far a set of numbers are...
So N-steps returns is proposed to solve this problem, which combine these two to control bias/variance tradeoff \hat{A}^\pi_{MC}(s_t,a_t)=\sum_{t'=t}^{t+n}\gamma^{t'-t} r(s_{t'},a_{t'})-\hat{V}^\pi_\phi(s_{t})+\gamma^n\hat{V}^\pi_\phi(s_{t+n}) 2...
6 we describe the bias-variance tradeoff for nonreversible Langevin samplers, and explore their computational cost. Conclusions and discussion on further work are presented in Sect. 7. 2 The Central Limit Theorem and Estimates on the Asymptotic Variance via the Poisson Equation...
The evolution of two eigenfunctions on the attractor of the stochastic Van der Pol oscillator from Sect.5.2. The plots show the arguments. In blue, we see a sample of the true trajectories, while the expected values predicted from the stochastic Koopman operator are shown in red. Top: Eigenfu...
Performance Analysis of the Adaptive Algorithm for Bias-to-Variance Tradeoff Analysis of the algorithm for the mean square error minimization, through the bias-to-variance ratio optimization, is performed. This algorithm is based on... Ljubia Stankovi - 《IEEE Transactions on Signal Processing》 被...