Select model complexity

Problem

Low-, medium-, and high-complexity models have training errors (0.20,0.08,0.01)(0.20,0.08,0.01) and validation errors (0.22,0.10,0.18)(0.22,0.10,0.18). Choose a model, compute the validation-minus-training gaps, diagnose low and high complexity, and state the next use of test data.

Reveal answer or reference solution

The gaps are (0.02,0.02,0.17)(0.02,0.02,0.17). Select the medium-complexity model because its validation error, 0.100.10, is lowest. The low-complexity model has high training and validation error, indicating underfitting or high bias. The high-complexity model has tiny training error but worse validation error and a large gap, indicating overfitting or high variance. After fixing all choices, evaluate the selected model once on untouched test data.

Outcome

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