Thread: Figure 4.3(b)
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Old 12-17-2014, 01:09 PM
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yaser yaser is offline
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Default Re: Figure 4.3(b)

Quote:
Originally Posted by ypeels View Post
Another question about this figure: is there any intuition as to why regions of a given color (fixed overfit measure) are roughly linear in the stochastic N-sigma^2 graph, but non-linear (exponential?) in the deterministic N-Qf graph (for Qf > 10)?

Thank you!
The analysis of the stochastic noise figure may be doable given the clean analytic components of the simulation (Legendre, pseudo-inverse, Gaussian noise). In the deterministic noise figure, the noise value is quantified by the complexity of the target Q_f. While deterministic noise (the part of f that cannot be captured by \mathcal H) is indeed related to Q_f, it is not necessarily linearly related to it so that direct parallel with what happens with stochastic noise does not hold.

BTW, the LaTeX stuff is done by delimiters [ math ] and [ /math ] (without the spaces) instead of $ and $. A bit cumbersome when you use a lot of math.
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