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Old 06-14-2013, 10:08 AM
xuewei4d xuewei4d is offline
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Join Date: May 2013
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Default Exercise 3.4

I didn't get correct answer to Exercise 3.4 (c).

Exercise 3.4(b), I think the answer would be E_{\text{in}}(\mathbf{w}_{\text{in}})=\frac{1}{N}\epsilon^TH\epsilon

Exercise 3.4(c), by independence between different \epsilon_i, I have \mathbb{E}_{\mathcal{D}}[E_{\text{in}}(\mathbf{w}_{\text{in}})] = \frac{1}{N} \sum_i H_{ii} \mathbb{E}(\epsilon^2) = \frac{\sigma^2}{N}(d+1).

Where am I wrong?
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