LFD Book Forum Questions on Problem 2.24

#1
10-01-2012, 12:17 AM
 mileschen Member Join Date: Sep 2012 Posts: 11
Questions on Problem 2.24

Though I have solved this problem, I still a little bit confusing.
(a) Eout. whether it is the test error Etest based on the test data set T, with size N, of a particular hypothesis g that's learnt from a particular training data set D (two points).
(b) Should the bias be computed based on the same test data set T? That is, bias = Ex[bias(x)] = 1/N * sum(bias(xi)) = 1/N * sum((g_x(xi) - f(xi))^2) for each xi in T, where g_x() is the average function.
(c) Should the var be computed based on the K data sets that learn the average function g_(x) and based on the test data set T? That is, var = Ex[var(x)] = 1/N * sum[1/k * sum((gk(xi) - g_x(xi))^2)].

for Eout, bias, and var, should the be computed based on the same test data set?

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