Published online by Cambridge University Press: aN Invalid Date NaN
In this chapter, we explore an unsupervised learning problem: estimating a distribution function from two-dimensional data. Although there is no response variable, the workflow mirrors that of supervised learning. We select the best-fitting function within a family by maximising the sum of the log of the distribution's values at the observed data points. As in supervised learning, excessive flexibility leads to overfitting, while insufficient flexibility leads to underfitting. We use cross-validation to identify a function family that achieves a happy medium.
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