Online homework 4, question 4
Hi there.
I have some understanding how to find gbar(x). After a lot of tries, I have got to the following solution, but I am far from sure it is valid. gbar(x) must be the h(x)=ax, which minimizes the expected squared error for any point, i.e. the expected value of http://www.wolframalpha.com/share/im...3GMNZTGNRQaaaa. Since x is uniformly distributed this is the same as minimizing http://www.wolframalpha.com/share/im...3DANZTHA2Qaaaa, which yields a=3/pi =0.955 To this I have a few questions

Re: Online homework 4, question 4
Quote:
This answers your second question in the affirmative as well. Doing this exercise with two points at a time is not the same as with three points at a time so does depend on the size of the training set in general. The general approach to finding is exactly following the definition. In integral form, it will be a double integral if the data set has two points, triple integral if it has three points etc., but in general it is done with Monte Carlo so no actual integration is needed. 
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