Weighted quality estimates in machine learning

摘要

Motivation: Machine learning methods such as neural networks, support vector machines, and other classification and regression methods rely on iterative optimization of the model quality in the space of the parameters of the method. Model quality measures (accuracies, correlations, etc.) are frequently overly optimistic because the training sets are dominated by particular families and subfamilies. To overcome the bias, the dataset is usually reduced by filtering out closely related objects. However, such filtering uses fixed similarity thresholds and ignores a part of the training information.