Why Big Data? Learning Curves

by Bob Horton Microsoft Senior Data Scientist Learning curves are an elaboration of the idea of validating a model on a test set, and have been widely popularized by Andrew Ng’s Machine Learning course on Coursera. Here I present a simple simulation that illustrates this idea. Imagine you use a sample of your data to train a model, then use the model to predict the outcomes on data where you know what the real outcome is. Since you know the “real” answer, you can calculate the overall error in your predictions. The error on the same data set used to...

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