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Old 04-30-2012, 09:46 PM
holland holland is offline
Junior Member
Join Date: Apr 2012
Posts: 3
Default Re: bias and variance - definition of g bar

I have another, sort-of related question about gbar.

The lecture and text implied that gbar doesn't depend on the data set (since it's the expected value over all data sets), but I get different answers for gbar (with different resulting values for the bias) if I minimize the squared error over a thousand data points and average several of those, vs. minimizing the squared error over 2 data points a couple million times.

Does this mean I must be doing something wrong? Or is it expected that the size of your data sets can correctly give you different gbars, even though it doesn't depend on a data set?
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