Hard to understand what is wanted in HW2, Q6
 

I am confused about what to do in Question 6. Reading the previous posts on the forum only made me more confused.

To clarify I am using the following variable names:
N = # of points in the training set
Ntest = # of points in the testing set
Nexp = # Number of runs of the experiment

In question 6, Ntest = 1000 and Nexp = 1000 and we use N=100 of question 5.

Am I correct in assuming that for each of the Nexp runs we:
1. Generate f(x)
2. Generate N training points
3. Estimate g(x)
4. Generate Ntest testing points
5. Evaluate g(x) on the Ntest testing points and record the Eout for that run.

After completing Nexp runs, average the Eout values to get a final estimate for Eout.

*OR* do we only perform steps 1-3 one time and then repeat steps 4 and 5 Nexp times?

Re: Hard to understand what is wanted in HW2, Q6
 

Hi,

You got it.

Re: Hard to understand what is wanted in HW2, Q6
 

Are you sure? My thought for question 5 and 6 was:

1. Generate target function f(x1, x2) only once.
2. Generate a large data set D (x1, x2, y) where y = f(x1, x2).

loop 1000 times
1. Take 100 points from D in space limited for training.
2. Linear regression using the 100 training points for g(x1, x2).
3. Evaluate whether g(x1, x2) = y for the 100 training points, get Ein.
4. Take 1000 points from D in space reserved for testing.
5. Evaluate whether g(x1, x2) = y for the 1000 testing points, get Eout.

Average Ein.
Average Eout.

I did not get the right answer, so, please correct my logic.

Re: Hard to understand what is wanted in HW2, Q6
 

When you do this, the results will depend on which target function you have. By generating a random target function every time, you take out that dependency. Of course you can be lucky in the above scenario and get a target function that is typical rather than odd, so you end up with the same answer. :)