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Old 11-05-2013, 02:10 PM
ddas2 ddas2 is offline
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Join Date: Oct 2013
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Default Ecv versus Eout versus Etest

I computed E_cv for part (d) in HW9. I compared the theoretical and estimated results and verfied they are same for all values of lambda. However, when I plot E_test(w_reg(lambda)) vs lambda against E_cv vs lambda, I observe E_test to be always larger than E_cv. I think it should not be the case because E_test is approximately E_out and E_out should be always less than E_cv.
I was wondering if I am making a mistake somewhere. I checked code etc. but cannot think of anyway to do some type of sanity check anywhere. Is there any way to know where the problem might be?
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