
Chapter | 2 Statistical Machine Learning for HCI
13
shows how both expected and empirical risks behave for a fixed
number of training examples n, when varying the capacity h
F
. Hence,
selecting the optimal set of function is a trade-off between having an
expressive enough set of functions (large h
F
) such that it obtains a
small empirical risk, and a constrained enough set of functions (small
h
F
) such that it obtains a small expected risk.
In practice, most if not all machine learning models proposed in
the literature have at least one knob that can be used to control the
capacity, without explicitly computing it. For instance, the capacity
of multi-layer ...