Howtosignalprocessing
- Is a higher or lower variance better?
- Is it better to have a lower variance?
- Why do we use the low variance filter?
- Is high variance in data good?
Is a higher or lower variance better?
Low variability is ideal because it means that you can better predict information about the population based on sample data. High variability means that the values are less consistent, so it's harder to make predictions.
Is it better to have a lower variance?
Low variance is associated with lower risk and a lower return. High-variance stocks tend to be good for aggressive investors who are less risk-averse, while low-variance stocks tend to be good for conservative investors who have less risk tolerance. Variance is a measurement of the degree of risk in an investment.
Why do we use the low variance filter?
Filters out double-compatible columns, whose variance is below a user defined threshold. Columns with low variance are likely to distract certain learning algorithms (in particular those which are distance based) and are therefore better removed.
Is high variance in data good?
A model with high variance may represent the data set accurately but could lead to overfitting to noisy or otherwise unrepresentative training data.
