Re: calculation 4.8 on p.139
Thanks for the explanation! I did not realize that we are doing sampling with replacement to construct the training set and the validation set. Now it is clear why the two constructions you gave are equivalent!
The first step of the Calculation 4.8 on p.139 is still not sinking into my brain somehow. It feels like in the first step we pulled out a variable (namely, $\mathcal{D}_{val}$) from under the integral sign and placed it as an indexing set for the summation. What is the correct mathematical interpretation of this step?
Thank you for your clear explanations and patience!
