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Old 04-16-2012, 01:55 PM
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htlin htlin is offline
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Location: Taipei, Taiwan
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Default Re: HW 2.8: Seeking clarification on simulated noise

Originally Posted by sakumar View Post
Thank you both for that clarification. I believe I am inching closer to understanding noise.

I have some follow up questions: How is E_in defined? Do you compare the linear regression results (i.e. sign(w'x) where w is obtained by linear regression using the "noisy" y) to the true value of y or to the the noisy value from the training data?

In the real world, since the target function is unknown, the best one can do is E_in_estimated by comparing sign(w'x) to the "noisy" y. But in this instance we actually do have the target function. So if we are asked to compute E_in should we use the original y?

Edit: I tried both and the closest answer didn't change, but I'd still like to understand the correct definition of E_in.
You should compare to the noisy y that you have on hand. Hope this helps.
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