View Single Post
  #2  
Old 03-29-2015, 09:48 AM
yaser's Avatar
yaser yaser is offline
Caltech
 
Join Date: Aug 2009
Location: Pasadena, California, USA
Posts: 1,476
Default Re: Bias-Variance Analysis

Quote:
Originally Posted by Andrew87 View Post
Hello,

I'm getting confused about \bar{g}(x). Why is it the best approximation of the target function f we could obtain in the unreal case of infinite training sets ?

Thank you in advance,
Andrea
It is not necessarily the best approximation of the target function, but it is often close. If we have one, infinite-size training set, and we have infinite computational power that goes with it, we can arrive at the best approximation. In the bias-variance analysis, we are given an infinite number of finite training sets, and we are restricted to using one of these finite training sets at a time, then averaging the resulting hypotheses. This restriction can take us away from the absolute optimal, but usually not by much.
__________________
Where everyone thinks alike, no one thinks very much
Reply With Quote