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Edit comments on Bayesian model and overfitting (#10)
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yousuketakada committed Apr 7, 2018
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10 changes: 8 additions & 2 deletions prml_errata.tex
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Expand Up @@ -1956,8 +1956,14 @@ \subsubsection*{#1}
Bayesian methods, like any other machine learning methods, can overfit
because the \emph{true} model from which the data set has been generated is unknown in general
so that one could possibly assume an inappropriate (too expressive) model
that would give a terribly wrong prediction very confidently.
This is true even when we take a ``fully'' Bayesian approach as discussed in the following.
that would give a terribly wrong prediction very confidently;
this is true even when we take a ``fully'' Bayesian approach
(i.e., \emph{not} maximum likelihood, MAP, or whatever) as discussed shortly.
We also discuss in what follows
the difference between the two criteria for assessing model complexity, namely,
the \emph{generalization error} (see Section~3.2) and
the \emph{marginal likelihood} (Section~3.4),
which is not well recognized in PRML.

\parhead{A Bayesian model that exhibits overfitting}
Let us take a Bayesian linear regression model of Section~3.3 as an example and
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