Quote:
Originally Posted by ypeels
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!
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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
. While deterministic noise (the part of
that cannot be captured by
) is indeed related to
, 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.