Thread: HW 2 Problem 6
View Single Post
Old 07-23-2012, 03:04 PM
yaser's Avatar
yaser yaser is offline
Join Date: Aug 2009
Location: Pasadena, California, USA
Posts: 1,478
Default Re: HW 2 Problem 6

Originally Posted by rakhlin View Post
2-nd scenario: fit linear model only once. Repeat 1000 times: generate 100 out-of-sample points, test. Accumulate and average errors when done. Here I get remarkable variation in average error.not
Does variation in the average error mean that you repeat the entire experiment you described (including the target, training set, and resulting linear fit) and look at the different averages you get?
Where everyone thinks alike, no one thinks very much
Reply With Quote