Thread: HW 2 Problem 6
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Old 07-23-2012, 11:58 AM
rakhlin rakhlin is offline
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Default Re: HW 2 Problem 6

When I generate new data and hypothesis for every single run of 1000 (as the problem suggests) I get stable out-of-sample result close to (slightly greater than) in-sample error.
When I estimate 1000 different out-of-samples for one in-sample and single hypothesis I get very different average error rates with high variability from 0.01 to 0.13 Why so?
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