Thread: bias-variance plot on p67
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Old 05-30-2017, 05:46 AM
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magdon magdon is offline
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Default Re: bias-variance plot on p67
Quote:
Originally Posted by Steve_Y View Post
Thank you very much, Prof. Magdon-Ismail, for the clarification, pointers, and encouragement!

Just one more question: in the quote above, when you said "there's some best h^*", did you mean the best h^* in current hypothesis set \cal H for the current error measure, independent of N? For example, if \cal H consists of linear models and the error measure is mean squared error, then h^* would be the LMMSE estimate? Thanks a lot!
Yes, best h^* in the current hypothesis set \cal H (and \cal H should be fixed as you increase N). Note, bias and var are only defined for the MSE error measure, and yes h^* would be the least MSE estimate that is available within \cal H (so h^* is independent of N)?
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