Perturbed Model Validation: A New Framework to Validate Model Relevance
Zhang, Jie M., Barr, Earl T., Guedj, Benjamin, Harman, Mark, Shawe-Taylor, John
This paper introduces Perturbed Model Validation (PMV), a new technique to validate model relevance and detect overfitting or underfitting. PMV operates by injecting noise to the training data, re-training the model against the perturbed data, then using the training accuracy decrease rate to assess model relevance. A larger decrease rate indicates better concept-hypothesis fit. We realise PMV by perturbing labels to inject noise, and evaluate PMV on four real-world datasets (breast cancer, adult, connect-4, and MNIST) and nine synthetic datasets in the classification setting. The results reveal that PMV selects models more precisely and in a more stable way than cross-validation, and effectively detects both overfitting and underfitting.
May-27-2019
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