Questions on Problem 2.24
Though I have solved this problem, I still a little bit confusing.
(a) Eout. whether it is the test error Etest based on the test data set T, with size N, of a particular hypothesis g that's learnt from a particular training data set D (two points). (b) Should the bias be computed based on the same test data set T? That is, bias = Ex[bias(x)] = 1/N * sum(bias(xi)) = 1/N * sum((g_x(xi)  f(xi))^2) for each xi in T, where g_x() is the average function. (c) Should the var be computed based on the K data sets that learn the average function g_(x) and based on the test data set T? That is, var = Ex[var(x)] = 1/N * sum[1/k * sum((gk(xi)  g_x(xi))^2)]. for Eout, bias, and var, should the be computed based on the same test data set? 
Re: Questions on Problem 2.24
I still have some questions.
var = Ex[var(x)], but var(x) = Ed[(gk(x)  g_(x))^x], where var(x) is computed based on the K data sets that learnt the average function g_(x). Then, how to compute var, which is a expected value of var(x)? If var is computed on the same data sets that learnt the average function. Then, how to compute bias = Ex[bias(x)]? If still be computed in the same data set that learnt the average function? 
Re: Questions on Problem 2.24
The point x has nothing to do with the data sets on which you learn. Fix any point x.
You can now compute M1=Ed[gk(x)]. You can also compute M2=Ed[gk(x)^2]. M1 and M2 are just two numbers which apply to the point x. Clearly M1 and M2 will change if you change x, so M1 and M2 are functions of x Now, for example, if you have many x's (eg a test set) you can compute the average of and over those x's. This means you have to compute M1 and M2 for each of those x's. You can use the same learning data sets to do so. Quote:

All times are GMT 7. The time now is 05:46 PM. 
Powered by vBulletin® Version 3.8.3
Copyright ©2000  2019, Jelsoft Enterprises Ltd.
The contents of this forum are to be used ONLY by readers of the Learning From Data book by Yaser S. AbuMostafa, Malik MagdonIsmail, and HsuanTien Lin, and participants in the Learning From Data MOOC by Yaser S. AbuMostafa. No part of these contents is to be communicated or made accessible to ANY other person or entity.