You came to know that your model is suffering from low bias and high variance. Which algorithm should you use to tackle it? Why?

Data Science Interview QuestionsCategory: Data ScienceYou came to know that your model is suffering from low bias and high variance. Which algorithm should you use to tackle it? Why?
1 Answers
MockInterview Staff answered 5 years ago

Answer from Analytics Vidhya:
Low bias occurs when the model’s predicted values are near to actual values. In other words, the model becomes flexible enough to mimic the training data distribution. While it sounds like great achievement, but not to forget, a flexible model has no generalization capabilities. It means, when this model is tested on an unseen data, it gives disappointing results.
In such situations, we can use bagging algorithm (like random forest) to tackle high variance problem. Bagging algorithms divides a data set into subsets made with repeated randomized sampling. Then, these samples are used to generate  a set of models using a single learning algorithm. Later, the model predictions are combined using voting (classification) or averaging (regression).
Also, to combat high variance, we can:

  1. Use regularization technique, where higher model coefficients get penalized, hence lowering model complexity.
  2. Use top n features from variable importance chart. May be, with all the variable in the data set, the algorithm is having difficulty in finding the meaningful signal.

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