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Old 06-07-2013, 12:38 PM
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yaser yaser is offline
Join Date: Aug 2009
Location: Pasadena, California, USA
Posts: 1,478
Default Re: Ques 17-19 How to find Ein?

Originally Posted by alasdairj View Post
Thanks! I implemented this for the pseudo-inverse calculation, and also in the bias in the final calculation of h. What surprised me was that the Ein got slightly worse rather than better, which is not what I expected. Or do I have an implementation issue?
In-sample error should not go up with the added parameter (out-of-sample error might), so I suspect a bug of some sort.
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