High variance and Low variance in data

Tiya Vaj
4 min readOct 4, 2024

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Understanding High Variance vs. Low Variance in Data

1. Introduction to Variance

  • Definition of variance as a measure of how much data points differ from their mean.
  • Importance of variance in data analysis and machine learning.

2. High Variance

  • Explanation of high variance, where data points are widely scattered.
  • Characteristics of high variance data:
  • Points are far apart from the mean.
  • Presence of outliers or noise.
  • May lead to overfitting in machine learning models.

3. Low Variance

  • Explanation of low variance, where data points are closely clusteredaround the mean.
  • Characteristics of low variance data:
  • Points are near the mean.
  • Greater stability and consistency in data.
  • Generally leads to better generalization in models.
  • Visual representation through scatter plots and histograms.

4. Practical Implications

  • How high and low variance affect model performance in machine learning.
  • Strategies to manage variance in datasets, including regularization techniques and feature selection.

What about Bias?

  • The left plot shows the high bias model (linear), which does not fit the true quadratic relationship well, resulting in underfitting.
  • The right plot shows the low bias model (quadratic) fitting the data closely, illustrating a better representation of the underlying relationship.

Bias-Variance Tradeoff

The bias-variance tradeoff is a fundamental concept in machine learning that describes the balance between two sources of error that affect model performance: bias and variance. Understanding this tradeoff is crucial for building effective predictive models.

1. Definitions

  • Bias:
  • Bias refers to the error introduced by approximating a real-world problem, which may be complex, with a simplified model.
  • High bias can cause an algorithm to miss the relevant relations between features and target outputs (underfitting).
  • Example: A linear model trying to fit a nonlinear relationship.

Variance:

  • Variance refers to the model’s sensitivity to fluctuations in the training data. A model with high variance pays too much attention to the training data and captures noise as if it were a true signal (overfitting).
  • Example: A complex model that fits every data point perfectly but fails to generalize to unseen data.

Tradeoff

  • Balancing Act:
  • In general, as bias decreases, variance tends to increase and vice versa.
  • The goal is to find a model that achieves a balance, minimizing total error (combination of bias and variance).
  • Total Error:
  • The total error of a model can be expressed as:
  • Total Error=Bias^2+Variance+Irreducible Error
  • Irreducible Error: Noise inherent to the problem that cannot be reduced by any model.
  • Irreducible Error: Noise inherent to the problem that cannot be reduced by any model.

Algorithms and Their Bias-Variance Characteristics

Different algorithms exhibit different levels of bias and variance. Here’s a summary of some common algorithms and their tendencies:

Managing Bias and Variance

  • Regularization: Techniques such as Lasso (L1) and Ridge (L2) regression can help control overfitting by adding a penalty for large coefficients.
  • Cross-Validation: Helps assess model performance and detect overfitting or underfitting.
  • Ensemble Methods: Combining predictions from multiple models (e.g., bagging, boosting) can reduce variance while maintaining bias.

Why do linear have low variance and high bias?

The relationship between linear models, bias, and variance can be understood through their characteristics and how they fit data. Let’s break it down:

1. High Bias:
- Definition: Bias is the error introduced by approximating a real-world problem (which can be complex) with a simplified model. High bias typically occurs when a model is too simple to capture the underlying patterns in the data.
- Linear Models: Linear models, such as simple linear regression, assume a linear relationship between the features and the target variable. If the true relationship is more complex (e.g., polynomial, exponential, etc.), a linear model will not capture these complexities well. As a result, it will produce predictions that deviate significantly from the actual values, leading to underfitting.

2. Low Variance:
- Definition: Variance measures how sensitive a model’s predictions are to fluctuations in the training data. A model with low variance will produce similar predictions across different datasets drawn from the same distribution.
- Linear Models: Because linear models are simple and rely on fewer parameters, they tend to have low variance. They do not adjust too much to the noise or fluctuations in the training data. This means that even if the training data changes slightly, the predictions made by the linear model will not vary dramatically.

3. Illustration of the Trade-off:
- In the context of the **bias-variance tradeoff**:
— High Bias: The linear model fails to fit the data well, which results in high error due to incorrect assumptions about the underlying relationship.
— Low Variance: The predictions made by the linear model remain stable across different training datasets, leading to lower variability in predictions.

Summary
- A linear model is high bias because it oversimplifies complex relationships, leading to systematic errors in predictions.
- It is low variance because it is less sensitive to noise and fluctuations in the data, producing stable predictions regardless of small changes in the training dataset.

Conclusion
In practice, this means that while a linear model can be robust and interpretable, it may not perform well on complex datasets where a more flexible model (like polynomial regression, decision trees, or neural networks) is required. Balancing bias and variance is crucial when selecting models, as it affects the model’s ability to generalize to new, unseen data.

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Tiya Vaj

Ph.D. Research Scholar in NLP and my passionate towards data-driven for social good.Let's connect here https://www.linkedin.com/in/tiya-v-076648128/