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Oct 18 • 5 tweets • 3 min read
Fit a polynomial of degree D to N points by minimising the mean squared error. Now, start increasing D and look at the accuracy. The accuracy blows-up around D~N and starts improving *again* for D>>N 🙂

#doubleDescent #statistics #maths
"Learning to Generalize" by Manfred Opper
ki.tu-berlin.de/fileadmin/fg13… Image
Actually took me a bit of time before making this polynomial regression work because I was being very naive with terribly ill-conditioned matrices. Recommended reading:

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