11 min listen
[MINI] Leakage
FromData Skeptic
ratings:
Length:
12 minutes
Released:
Jul 1, 2016
Format:
Podcast episode
Description
If you'd like to make a good prediction, your best bet is to invent a time machine, visit the future, observe the value, and return to the past. For those without access to time travel technology, we need to avoid including information about the future in our training data when building machine learning models. Similarly, if any other feature whose value would not actually be available in practice at the time you'd want to use the model to make a prediction, is a feature that can introduce leakage to your model.
Released:
Jul 1, 2016
Format:
Podcast episode
Titles in the series (100)
[MINI] Bayesian Updating: In this minisode, we discuss Bayesian Updating - the process by which one can calculate the most likely hypothesis might be true given one's older / prior belief and all new evidence. by Data Skeptic