Quote:
Originally Posted by marek
I am struggling to understand how to calculate in this question. I have two competing theories, which I will describe below. Any help is greatly appreciated.
Once the algorithm terminates, I have . I now generate a new set of data points . Using my original target function to generate the corresponding .
Case 1. Just use the same cross entropy error calculation but on this new data set.

The above approach is correct. The problem specifies the cross entropy error measure, so
, where the expectation is w.r.t. both
. The above formula estimates that through a random sample.