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Old 03-05-2017, 11:44 AM
Jackwsimpson Jackwsimpson is offline
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Join Date: Mar 2017
Location: On a boat ranging over the eastern third of US & Canada 9 mo, and Sarasota FL the other 3.
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Default Re: Bias-Variance Analysis

I am confused in trying to get from the first line to the second line for the first set of equations on page 63: ... ED[Ex[(g... on the first line to ...Ex[ED[( on the second line.

I sort of see the first line: expected value with respect to data set x (a subset of D I assume) is averaged over all possible data set x's in D. On the second line we have what might be the average of the argument over all of D inside the outer brackets. I don't know how to interpret Ex outside the outer brackets.

In short, I certainly don't understand what exactly is meant by the 2nd line, and I may well not understand the first line. Any further explanation possible?
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