Update.

Cross-validation.ipynb

@@ -98,6 +98,32 @@
       "* A complex model with many parameters may have low Bias, but high Variance.\n"
      ]
     },
+    {
+     "cell_type": "heading",
+     "level": 4,
+     "metadata": {},
+     "source": [
+      "The case of cross-validation - "
+     ]
+    },
+    {
+     "cell_type": "markdown",
+     "metadata": {},
+     "source": [
+      "Here's a naive strategy for model testing:\n",
+      "\n",
+      "* Train each model on a training set, to get some hypothesis $h_i$.\n",
+      "* Pick the hypotheses with the smallest training error.\n",
+      "\n",
+      "This fails!\n",
+      "\n",
+      "For example, a high-order polynomial can easily fit a training set well. But it does not generalize beyond it!\n",
+      "\n",
+      "It has high variance, and overfits.\n",
+      "\n",
+      "Thus, a better idea is to split up the data that we train and test on using cross-validation."
+     ]
+    },
     {
      "cell_type": "heading",
      "level": 4,