Thread: Homework#6 Q2
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Old 05-23-2012, 08:10 AM
kkkkk kkkkk is offline
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Default Re: Homework#6 Q2

Originally Posted by lucifirm View Post
I have a question on the Eout. Should we create a new z or should we use the given test set to compute Eout?

In time, I have used the formula:

E_In_Sample = sum (sign (z*w)~= y)) / N

is this ok for Eout too?
If I am reading my code correctly, Eout is calculated from out.dta which is the test set. You cant generate new x or z since you do not know the target fn f.
The formula for Ein and Eout has to be the same so that we can compare them, only the set of test points - in or out of sample, differs.
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