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Old 04-24-2013, 06:00 PM
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yaser yaser is offline
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Location: Pasadena, California, USA
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Default Re: bias -variance graph

Originally Posted by Katie C. View Post
How is the gray zone of the bias-variance plot (slide 15/22 in Lecture 8) drawn? I am trying to understand how to compute bias(x) and var(x). Are these quantities illustrated in the graphs?
The grey zones' height is the square root of the {\bf var}(x) (square root to match the scale of other elements in the graph). To calculate {\bf var}(x), evaluate the formula in slide 8 of that lecture. You can do that analytically by evaluating the expected value, or you can do that using Monte Carlo method; generating data sets {\cal D} at random, evaluating the part inside the expectation for each {\cal D}, then averaging these quantities over a large number of {\cal D}'s.
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