Quote:
Originally Posted by rakhlin
2-nd scenario: fit linear model only once. Repeat 1000 times: generate 100 out-of-sample points, test. Accumulate and average errors when done. Here I get remarkable variation in average error.not
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Does variation in the
average error mean that you repeat the entire experiment you described (including the target, training set, and resulting linear fit) and look at the different averages you get?