Quote:
Originally Posted by Katie C.
How is the gray zone of the biasvariance plot (slide 15/22 in Lecture 8) drawn? I am trying to understand how to compute bias(x) and var(x). Are these quantities illustrated in the graphs?

The grey zones' height is the square root of the
(square root to match the scale of other elements in the graph). To calculate
, evaluate the formula in slide 8 of that lecture. You can do that analytically by evaluating the expected value, or you can do that using Monte Carlo method; generating data sets
at random, evaluating the part inside the expectation for each
, then averaging these quantities over a large number of
's.