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Old 04-10-2013, 12:14 PM
Katie C. Katie C. is offline
Join Date: Apr 2013
Posts: 17
Default Hard to understand what is wanted in HW2, Q6

I am confused about what to do in Question 6. Reading the previous posts on the forum only made me more confused.

To clarify I am using the following variable names:
N = # of points in the training set
Ntest = # of points in the testing set
Nexp = # Number of runs of the experiment

In question 6, Ntest = 1000 and Nexp = 1000 and we use N=100 of question 5.

Am I correct in assuming that for each of the Nexp runs we:
1. Generate f(x)
2. Generate N training points
3. Estimate g(x)
4. Generate Ntest testing points
5. Evaluate g(x) on the Ntest testing points and record the Eout for that run.

After completing Nexp runs, average the Eout values to get a final estimate for Eout.

*OR* do we only perform steps 1-3 one time and then repeat steps 4 and 5 Nexp times?
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