Thread: Exercise 4.10
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Old 10-14-2015, 10:12 AM
sayan751 sayan751 is offline
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Join Date: Jun 2015
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Default Re: Exercise 4.10

I think this can be a possible explanation for Exercise 4.10.(c):

When K is 1, then estimation of out-of sample error by validation error is not ‘that’ good because of the penalty term. Thus, the model chosen from this poor estimate might not be the ‘best’ one. This explains Expectation[Out-of-Sample Error of g^-_(m*)] < Expectation[Out-of-Sample Error of g_(m*)]. This situation somewhat improves as K increases.

Please let me know if this explanation is not correct.
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