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Old 08-06-2012, 03:07 PM
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yaser yaser is offline
Join Date: Aug 2009
Location: Pasadena, California, USA
Posts: 1,478
Default Re: bias and variance - definition of g bar

Originally Posted by munchkin View Post
I'm having doubts about the variance value in example 2.8 since it indicates that the root mean square deviation of the test data from the sinusoid line is 1.3= sqrt(1.69). So the magnitude of the average (a*x+b) difference from (a_mean*x+b_mean) evaluated at a given point on the sinusoid is bigger than the root mean square value (.7071) of the sinusoid that generated the data point in the first place? I'm inclined to doubt that.
The average is taken over the entire domain [-1,1] so that includes points where the line (which fits the two training points on the sinusoid) diverges significantly from the sinusoid and from the average line. The figures on page 65 illustrate that.
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