Thread: HW 2 Problem 6
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Old 07-24-2012, 09:22 AM
rakhlin rakhlin is offline
Join Date: Jun 2012
Posts: 24
Default Re: HW 2 Problem 6

Originally Posted by MLearning View Post
I also observe some discrepancy while computing Eout. When I hold the target function fixed, Eout is approximately equal to Ein. When I use different target functions for each experiment, Eout is significantly higher than Ein. Is this expected?
For a given target and regression Ein and Eout must not deviate much from each other for large N. The intuition is error zone between two lines is fixed, and points in Ein and Eout distributed uniformly.
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