correcting typos
This commit is contained in:
@@ -381,11 +381,9 @@ Give a
|
||||
critical discussion of the three methods and a judgement of which
|
||||
model fits the data best.
|
||||
</p>
|
||||
|
||||
<p>v</p>
|
||||
<h3 id="part-d-paper-and-pencil-part" class="anchor">Part d): Paper and pencil part </h3>
|
||||
|
||||
<p>This exercise deals with various mean values and variances in linear regression method (here it may be useful to look up chapter 3, equation (3.8) of <a href="https://www.springer.com/gp/book/9780387848570" target="_self">Trevor Hastie, Robert Tibshirani, Jerome H. Friedman, The Elements of Statistical Learning, Springer</a>).</p>
|
||||
<p>This exercise deals with various mean values and variances in linear regression method (here it may be useful to look up chapter 3, equation (3.8) of <a href="https://www.springer.com/gp/book/9780387848570" target="_self">Trevor Hastie, Robert Tibshirani, Jerome H. Friedman, The Elements of Statistical Learning, Springer</a>). The exercise is also part of the weekly exercises for week 37.</p>
|
||||
|
||||
<p>The assumption we have made is
|
||||
that there exists a continuous function \( f(\boldsymbol{x}) \) and a normal distributed error \( \boldsymbol{\varepsilon}\sim N(0, \sigma^2) \)
|
||||
@@ -430,7 +428,7 @@ $$
|
||||
\mbox{Var}(\boldsymbol{\hat{\beta}}) = \sigma^2 \, (\mathbf{X}^{T} \mathbf{X})^{-1}.
|
||||
$$
|
||||
|
||||
<p>We can use the last expression when we define a so-called confidence interval for the parameters \( \beta \). .
|
||||
<p>We can use the last expression when we define a so-called confidence interval for the parameters \( \beta \).
|
||||
A given parameter \( \beta_j \) is given by the diagonal matrix element of the above matrix.
|
||||
</p>
|
||||
<h3 id="part-e-bias-variance-trade-off-and-resampling-techniques" class="anchor">Part e): Bias-variance trade-off and resampling techniques </h3>
|
||||
@@ -504,7 +502,7 @@ $$
|
||||
\mathrm{var}[\tilde{f}]=\frac{1}{n}\sum_i(\tilde{y}_i-\mathbb{E}\left[\boldsymbol{\tilde{y}}\right])^2.
|
||||
$$
|
||||
|
||||
<p>The answer to this exercise should be included in the theory part of the report.
|
||||
<p>The answer to this exercise should be included in the theory part of the report. This exercise is also part of the weekly exercises of week 37.
|
||||
Explain what the terms mean and discuss their interpretations.
|
||||
</p>
|
||||
|
||||
|
||||
@@ -381,11 +381,9 @@ Give a
|
||||
critical discussion of the three methods and a judgement of which
|
||||
model fits the data best.
|
||||
</p>
|
||||
|
||||
<p>v</p>
|
||||
<h3 id="part-d-paper-and-pencil-part" class="anchor">Part d): Paper and pencil part </h3>
|
||||
|
||||
<p>This exercise deals with various mean values and variances in linear regression method (here it may be useful to look up chapter 3, equation (3.8) of <a href="https://www.springer.com/gp/book/9780387848570" target="_self">Trevor Hastie, Robert Tibshirani, Jerome H. Friedman, The Elements of Statistical Learning, Springer</a>).</p>
|
||||
<p>This exercise deals with various mean values and variances in linear regression method (here it may be useful to look up chapter 3, equation (3.8) of <a href="https://www.springer.com/gp/book/9780387848570" target="_self">Trevor Hastie, Robert Tibshirani, Jerome H. Friedman, The Elements of Statistical Learning, Springer</a>). The exercise is also part of the weekly exercises for week 37.</p>
|
||||
|
||||
<p>The assumption we have made is
|
||||
that there exists a continuous function \( f(\boldsymbol{x}) \) and a normal distributed error \( \boldsymbol{\varepsilon}\sim N(0, \sigma^2) \)
|
||||
@@ -430,7 +428,7 @@ $$
|
||||
\mbox{Var}(\boldsymbol{\hat{\beta}}) = \sigma^2 \, (\mathbf{X}^{T} \mathbf{X})^{-1}.
|
||||
$$
|
||||
|
||||
<p>We can use the last expression when we define a so-called confidence interval for the parameters \( \beta \). .
|
||||
<p>We can use the last expression when we define a so-called confidence interval for the parameters \( \beta \).
|
||||
A given parameter \( \beta_j \) is given by the diagonal matrix element of the above matrix.
|
||||
</p>
|
||||
<h3 id="part-e-bias-variance-trade-off-and-resampling-techniques" class="anchor">Part e): Bias-variance trade-off and resampling techniques </h3>
|
||||
@@ -504,7 +502,7 @@ $$
|
||||
\mathrm{var}[\tilde{f}]=\frac{1}{n}\sum_i(\tilde{y}_i-\mathbb{E}\left[\boldsymbol{\tilde{y}}\right])^2.
|
||||
$$
|
||||
|
||||
<p>The answer to this exercise should be included in the theory part of the report.
|
||||
<p>The answer to this exercise should be included in the theory part of the report. This exercise is also part of the weekly exercises of week 37.
|
||||
Explain what the terms mean and discuss their interpretations.
|
||||
</p>
|
||||
|
||||
|
||||
@@ -417,11 +417,9 @@ Give a
|
||||
critical discussion of the three methods and a judgement of which
|
||||
model fits the data best.
|
||||
</p>
|
||||
|
||||
<p>v</p>
|
||||
<h3 id="part-d-paper-and-pencil-part">Part d): Paper and pencil part </h3>
|
||||
|
||||
<p>This exercise deals with various mean values and variances in linear regression method (here it may be useful to look up chapter 3, equation (3.8) of <a href="https://www.springer.com/gp/book/9780387848570" target="_blank">Trevor Hastie, Robert Tibshirani, Jerome H. Friedman, The Elements of Statistical Learning, Springer</a>).</p>
|
||||
<p>This exercise deals with various mean values and variances in linear regression method (here it may be useful to look up chapter 3, equation (3.8) of <a href="https://www.springer.com/gp/book/9780387848570" target="_blank">Trevor Hastie, Robert Tibshirani, Jerome H. Friedman, The Elements of Statistical Learning, Springer</a>). The exercise is also part of the weekly exercises for week 37.</p>
|
||||
|
||||
<p>The assumption we have made is
|
||||
that there exists a continuous function \( f(\boldsymbol{x}) \) and a normal distributed error \( \boldsymbol{\varepsilon}\sim N(0, \sigma^2) \)
|
||||
@@ -466,7 +464,7 @@ $$
|
||||
\mbox{Var}(\boldsymbol{\hat{\beta}}) = \sigma^2 \, (\mathbf{X}^{T} \mathbf{X})^{-1}.
|
||||
$$
|
||||
|
||||
<p>We can use the last expression when we define a so-called confidence interval for the parameters \( \beta \). .
|
||||
<p>We can use the last expression when we define a so-called confidence interval for the parameters \( \beta \).
|
||||
A given parameter \( \beta_j \) is given by the diagonal matrix element of the above matrix.
|
||||
</p>
|
||||
<h3 id="part-e-bias-variance-trade-off-and-resampling-techniques">Part e): Bias-variance trade-off and resampling techniques </h3>
|
||||
@@ -540,7 +538,7 @@ $$
|
||||
\mathrm{var}[\tilde{f}]=\frac{1}{n}\sum_i(\tilde{y}_i-\mathbb{E}\left[\boldsymbol{\tilde{y}}\right])^2.
|
||||
$$
|
||||
|
||||
<p>The answer to this exercise should be included in the theory part of the report.
|
||||
<p>The answer to this exercise should be included in the theory part of the report. This exercise is also part of the weekly exercises of week 37.
|
||||
Explain what the terms mean and discuss their interpretations.
|
||||
</p>
|
||||
|
||||
|
||||
@@ -2,7 +2,7 @@
|
||||
"cells": [
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
"id": "1ceb1efb",
|
||||
"id": "24b1316d",
|
||||
"metadata": {
|
||||
"editable": true
|
||||
},
|
||||
@@ -14,7 +14,7 @@
|
||||
},
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
"id": "1f73d83b",
|
||||
"id": "cf021550",
|
||||
"metadata": {
|
||||
"editable": true
|
||||
},
|
||||
@@ -27,7 +27,7 @@
|
||||
},
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
"id": "df2b7d33",
|
||||
"id": "30acee10",
|
||||
"metadata": {
|
||||
"editable": true
|
||||
},
|
||||
@@ -63,7 +63,7 @@
|
||||
},
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
"id": "83787bae",
|
||||
"id": "589ea9f7",
|
||||
"metadata": {
|
||||
"editable": true
|
||||
},
|
||||
@@ -85,7 +85,7 @@
|
||||
},
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
"id": "d7ee2bfd",
|
||||
"id": "6280c2c1",
|
||||
"metadata": {
|
||||
"editable": true
|
||||
},
|
||||
@@ -100,7 +100,7 @@
|
||||
},
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
"id": "958a455e",
|
||||
"id": "8ab92f24",
|
||||
"metadata": {
|
||||
"editable": true
|
||||
},
|
||||
@@ -133,7 +133,7 @@
|
||||
{
|
||||
"cell_type": "code",
|
||||
"execution_count": 1,
|
||||
"id": "3deb0a35",
|
||||
"id": "80b126e0",
|
||||
"metadata": {
|
||||
"collapsed": false,
|
||||
"editable": true
|
||||
@@ -185,7 +185,7 @@
|
||||
},
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
"id": "742ae4b5",
|
||||
"id": "bbd0b625",
|
||||
"metadata": {
|
||||
"editable": true
|
||||
},
|
||||
@@ -207,7 +207,7 @@
|
||||
},
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
"id": "e49ae3a8",
|
||||
"id": "0754efce",
|
||||
"metadata": {
|
||||
"editable": true
|
||||
},
|
||||
@@ -220,7 +220,7 @@
|
||||
},
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
"id": "091e8f0d",
|
||||
"id": "b87c82f6",
|
||||
"metadata": {
|
||||
"editable": true
|
||||
},
|
||||
@@ -232,7 +232,7 @@
|
||||
},
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
"id": "3fad86e6",
|
||||
"id": "8832d308",
|
||||
"metadata": {
|
||||
"editable": true
|
||||
},
|
||||
@@ -244,7 +244,7 @@
|
||||
},
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
"id": "d281bfb0",
|
||||
"id": "55129a1a",
|
||||
"metadata": {
|
||||
"editable": true
|
||||
},
|
||||
@@ -254,7 +254,7 @@
|
||||
},
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
"id": "af6fb771",
|
||||
"id": "44243865",
|
||||
"metadata": {
|
||||
"editable": true
|
||||
},
|
||||
@@ -266,7 +266,7 @@
|
||||
},
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
"id": "0d89eb4e",
|
||||
"id": "ff13dcbf",
|
||||
"metadata": {
|
||||
"editable": true
|
||||
},
|
||||
@@ -295,7 +295,7 @@
|
||||
},
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
"id": "e1c30216",
|
||||
"id": "c2078519",
|
||||
"metadata": {
|
||||
"editable": true
|
||||
},
|
||||
@@ -313,7 +313,7 @@
|
||||
},
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
"id": "b121745d",
|
||||
"id": "f718aec9",
|
||||
"metadata": {
|
||||
"editable": true
|
||||
},
|
||||
@@ -325,21 +325,19 @@
|
||||
"you can also use the functionalities of **Scikit-Learn** (recommended). Keep in mind that the library **Scikit-Learn** excludes the intercept by default. \n",
|
||||
"Give a\n",
|
||||
"critical discussion of the three methods and a judgement of which\n",
|
||||
"model fits the data best.\n",
|
||||
"\n",
|
||||
"v"
|
||||
"model fits the data best."
|
||||
]
|
||||
},
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
"id": "56d96043",
|
||||
"id": "d8b10104",
|
||||
"metadata": {
|
||||
"editable": true
|
||||
},
|
||||
"source": [
|
||||
"### Part d): Paper and pencil part\n",
|
||||
"\n",
|
||||
"This exercise deals with various mean values and variances in linear regression method (here it may be useful to look up chapter 3, equation (3.8) of [Trevor Hastie, Robert Tibshirani, Jerome H. Friedman, The Elements of Statistical Learning, Springer](https://www.springer.com/gp/book/9780387848570)).\n",
|
||||
"This exercise deals with various mean values and variances in linear regression method (here it may be useful to look up chapter 3, equation (3.8) of [Trevor Hastie, Robert Tibshirani, Jerome H. Friedman, The Elements of Statistical Learning, Springer](https://www.springer.com/gp/book/9780387848570)). The exercise is also part of the weekly exercises for week 37.\n",
|
||||
"\n",
|
||||
"The assumption we have made is \n",
|
||||
"that there exists a continuous function $f(\\boldsymbol{x})$ and a normal distributed error $\\boldsymbol{\\varepsilon}\\sim N(0, \\sigma^2)$\n",
|
||||
@@ -348,7 +346,7 @@
|
||||
},
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
"id": "e64c004b",
|
||||
"id": "c5267aae",
|
||||
"metadata": {
|
||||
"editable": true
|
||||
},
|
||||
@@ -360,7 +358,7 @@
|
||||
},
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
"id": "6f17d2da",
|
||||
"id": "fd9640e3",
|
||||
"metadata": {
|
||||
"editable": true
|
||||
},
|
||||
@@ -371,7 +369,7 @@
|
||||
},
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
"id": "fc4fe2fb",
|
||||
"id": "630acebb",
|
||||
"metadata": {
|
||||
"editable": true
|
||||
},
|
||||
@@ -383,7 +381,7 @@
|
||||
},
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
"id": "93babb22",
|
||||
"id": "254ecf9c",
|
||||
"metadata": {
|
||||
"editable": true
|
||||
},
|
||||
@@ -395,7 +393,7 @@
|
||||
},
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
"id": "4b4061ba",
|
||||
"id": "6b4ac35f",
|
||||
"metadata": {
|
||||
"editable": true
|
||||
},
|
||||
@@ -407,7 +405,7 @@
|
||||
},
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
"id": "1ca5e57a",
|
||||
"id": "404fb6a5",
|
||||
"metadata": {
|
||||
"editable": true
|
||||
},
|
||||
@@ -418,7 +416,7 @@
|
||||
},
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
"id": "da25c4ba",
|
||||
"id": "8d8f00ea",
|
||||
"metadata": {
|
||||
"editable": true
|
||||
},
|
||||
@@ -430,7 +428,7 @@
|
||||
},
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
"id": "10ce6cfd",
|
||||
"id": "60f92a7f",
|
||||
"metadata": {
|
||||
"editable": true
|
||||
},
|
||||
@@ -443,7 +441,7 @@
|
||||
},
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
"id": "8d3f716a",
|
||||
"id": "6eab356b",
|
||||
"metadata": {
|
||||
"editable": true
|
||||
},
|
||||
@@ -455,7 +453,7 @@
|
||||
},
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
"id": "e30af070",
|
||||
"id": "d41efd26",
|
||||
"metadata": {
|
||||
"editable": true
|
||||
},
|
||||
@@ -465,7 +463,7 @@
|
||||
},
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
"id": "1bc3edc7",
|
||||
"id": "f2ffda3b",
|
||||
"metadata": {
|
||||
"editable": true
|
||||
},
|
||||
@@ -477,18 +475,18 @@
|
||||
},
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
"id": "050e1f04",
|
||||
"id": "78ec374f",
|
||||
"metadata": {
|
||||
"editable": true
|
||||
},
|
||||
"source": [
|
||||
"We can use the last expression when we define a so-called confidence interval for the parameters $\\beta$. .\n",
|
||||
"We can use the last expression when we define a so-called confidence interval for the parameters $\\beta$. \n",
|
||||
"A given parameter $\\beta_j$ is given by the diagonal matrix element of the above matrix."
|
||||
]
|
||||
},
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
"id": "52486468",
|
||||
"id": "74bec52c",
|
||||
"metadata": {
|
||||
"editable": true
|
||||
},
|
||||
@@ -521,7 +519,7 @@
|
||||
},
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
"id": "008e92a6",
|
||||
"id": "afdd7a0b",
|
||||
"metadata": {
|
||||
"editable": true
|
||||
},
|
||||
@@ -533,7 +531,7 @@
|
||||
},
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
"id": "123f65c5",
|
||||
"id": "87974f8e",
|
||||
"metadata": {
|
||||
"editable": true
|
||||
},
|
||||
@@ -552,7 +550,7 @@
|
||||
},
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
"id": "a4398be8",
|
||||
"id": "335ac425",
|
||||
"metadata": {
|
||||
"editable": true
|
||||
},
|
||||
@@ -564,7 +562,7 @@
|
||||
},
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
"id": "3e5bee01",
|
||||
"id": "16b4fea1",
|
||||
"metadata": {
|
||||
"editable": true
|
||||
},
|
||||
@@ -578,7 +576,7 @@
|
||||
},
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
"id": "e35fdf55",
|
||||
"id": "c0f81bfe",
|
||||
"metadata": {
|
||||
"editable": true
|
||||
},
|
||||
@@ -590,7 +588,7 @@
|
||||
},
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
"id": "ac0994d8",
|
||||
"id": "ac7c8a94",
|
||||
"metadata": {
|
||||
"editable": true
|
||||
},
|
||||
@@ -600,7 +598,7 @@
|
||||
},
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
"id": "65ba61ff",
|
||||
"id": "4cbbc7f8",
|
||||
"metadata": {
|
||||
"editable": true
|
||||
},
|
||||
@@ -612,7 +610,7 @@
|
||||
},
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
"id": "dd4e4536",
|
||||
"id": "f52e099f",
|
||||
"metadata": {
|
||||
"editable": true
|
||||
},
|
||||
@@ -622,7 +620,7 @@
|
||||
},
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
"id": "7730a37d",
|
||||
"id": "0838f22d",
|
||||
"metadata": {
|
||||
"editable": true
|
||||
},
|
||||
@@ -634,12 +632,12 @@
|
||||
},
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
"id": "8cefeb53",
|
||||
"id": "9e5f062d",
|
||||
"metadata": {
|
||||
"editable": true
|
||||
},
|
||||
"source": [
|
||||
"The answer to this exercise should be included in the theory part of the report.\n",
|
||||
"The answer to this exercise should be included in the theory part of the report. This exercise is also part of the weekly exercises of week 37.\n",
|
||||
"Explain what the terms mean and discuss their interpretations.\n",
|
||||
"\n",
|
||||
"Perform then a bias-variance analysis of the Franke function by\n",
|
||||
@@ -653,7 +651,7 @@
|
||||
},
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
"id": "8ec208c4",
|
||||
"id": "76ec4768",
|
||||
"metadata": {
|
||||
"editable": true
|
||||
},
|
||||
@@ -678,7 +676,7 @@
|
||||
},
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
"id": "b142cd65",
|
||||
"id": "c7b05bee",
|
||||
"metadata": {
|
||||
"editable": true
|
||||
},
|
||||
@@ -706,7 +704,7 @@
|
||||
{
|
||||
"cell_type": "code",
|
||||
"execution_count": 2,
|
||||
"id": "fe878605",
|
||||
"id": "a562d2f5",
|
||||
"metadata": {
|
||||
"collapsed": false,
|
||||
"editable": true
|
||||
@@ -718,7 +716,7 @@
|
||||
},
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
"id": "10b84fbb",
|
||||
"id": "9e5a57d7",
|
||||
"metadata": {
|
||||
"editable": true
|
||||
},
|
||||
@@ -730,7 +728,7 @@
|
||||
{
|
||||
"cell_type": "code",
|
||||
"execution_count": 3,
|
||||
"id": "e845fd10",
|
||||
"id": "b97b3537",
|
||||
"metadata": {
|
||||
"collapsed": false,
|
||||
"editable": true
|
||||
@@ -756,7 +754,7 @@
|
||||
},
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
"id": "0745b3d5",
|
||||
"id": "db97fd61",
|
||||
"metadata": {
|
||||
"editable": true
|
||||
},
|
||||
@@ -781,7 +779,7 @@
|
||||
},
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
"id": "2ce7a62f",
|
||||
"id": "a8a6b74a",
|
||||
"metadata": {
|
||||
"editable": true
|
||||
},
|
||||
@@ -795,7 +793,7 @@
|
||||
},
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
"id": "34b72e9a",
|
||||
"id": "4fc8cfed",
|
||||
"metadata": {
|
||||
"editable": true
|
||||
},
|
||||
@@ -825,7 +823,7 @@
|
||||
},
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
"id": "d0f3a4fc",
|
||||
"id": "eff5bb90",
|
||||
"metadata": {
|
||||
"editable": true
|
||||
},
|
||||
@@ -847,7 +845,7 @@
|
||||
},
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
"id": "436bcd57",
|
||||
"id": "ca7c2f59",
|
||||
"metadata": {
|
||||
"editable": true
|
||||
},
|
||||
|
||||
Binary file not shown.
@@ -362,10 +362,8 @@ Give a
|
||||
critical discussion of the three methods and a judgement of which
|
||||
model fits the data best.
|
||||
|
||||
v
|
||||
|
||||
\paragraph{Part d): Paper and pencil part.}
|
||||
This exercise deals with various mean values and variances in linear regression method (here it may be useful to look up chapter 3, equation (3.8) of \href{{https://www.springer.com/gp/book/9780387848570}}{Trevor Hastie, Robert Tibshirani, Jerome H. Friedman, The Elements of Statistical Learning, Springer}).
|
||||
This exercise deals with various mean values and variances in linear regression method (here it may be useful to look up chapter 3, equation (3.8) of \href{{https://www.springer.com/gp/book/9780387848570}}{Trevor Hastie, Robert Tibshirani, Jerome H. Friedman, The Elements of Statistical Learning, Springer}). The exercise is also part of the weekly exercises for week 37.
|
||||
|
||||
The assumption we have made is
|
||||
that there exists a continuous function $f(\bm{x})$ and a normal distributed error $\bm{\varepsilon}\sim N(0, \sigma^2)$
|
||||
@@ -402,7 +400,7 @@ Show finally that the variance of $\bm{\beta}$ is
|
||||
\mbox{Var}(\bm{\hat{\beta}}) = \sigma^2 \, (\mathbf{X}^{T} \mathbf{X})^{-1}.
|
||||
\]
|
||||
|
||||
We can use the last expression when we define a so-called confidence interval for the parameters $\beta$. .
|
||||
We can use the last expression when we define a so-called confidence interval for the parameters $\beta$.
|
||||
A given parameter $\beta_j$ is given by the diagonal matrix element of the above matrix.
|
||||
|
||||
\paragraph{Part e): Bias-variance trade-off and resampling techniques.}
|
||||
@@ -463,7 +461,7 @@ and
|
||||
\[
|
||||
\mathrm{var}[\tilde{f}]=\frac{1}{n}\sum_i(\tilde{y}_i-\mathbb{E}\left[\bm{\tilde{y}}\right])^2.
|
||||
\]
|
||||
The answer to this exercise should be included in the theory part of the report.
|
||||
The answer to this exercise should be included in the theory part of the report. This exercise is also part of the weekly exercises of week 37.
|
||||
Explain what the terms mean and discuss their interpretations.
|
||||
|
||||
Perform then a bias-variance analysis of the Franke function by
|
||||
|
||||
Binary file not shown.
@@ -332,10 +332,8 @@ Give a
|
||||
critical discussion of the three methods and a judgement of which
|
||||
model fits the data best.
|
||||
|
||||
v
|
||||
|
||||
\paragraph{Part d): Paper and pencil part.}
|
||||
This exercise deals with various mean values and variances in linear regression method (here it may be useful to look up chapter 3, equation (3.8) of \href{{https://www.springer.com/gp/book/9780387848570}}{Trevor Hastie, Robert Tibshirani, Jerome H. Friedman, The Elements of Statistical Learning, Springer}).
|
||||
This exercise deals with various mean values and variances in linear regression method (here it may be useful to look up chapter 3, equation (3.8) of \href{{https://www.springer.com/gp/book/9780387848570}}{Trevor Hastie, Robert Tibshirani, Jerome H. Friedman, The Elements of Statistical Learning, Springer}). The exercise is also part of the weekly exercises for week 37.
|
||||
|
||||
The assumption we have made is
|
||||
that there exists a continuous function $f(\bm{x})$ and a normal distributed error $\bm{\varepsilon}\sim N(0, \sigma^2)$
|
||||
@@ -372,7 +370,7 @@ Show finally that the variance of $\bm{\beta}$ is
|
||||
\mbox{Var}(\bm{\hat{\beta}}) = \sigma^2 \, (\mathbf{X}^{T} \mathbf{X})^{-1}.
|
||||
\]
|
||||
|
||||
We can use the last expression when we define a so-called confidence interval for the parameters $\beta$. .
|
||||
We can use the last expression when we define a so-called confidence interval for the parameters $\beta$.
|
||||
A given parameter $\beta_j$ is given by the diagonal matrix element of the above matrix.
|
||||
|
||||
\paragraph{Part e): Bias-variance trade-off and resampling techniques.}
|
||||
@@ -433,7 +431,7 @@ and
|
||||
\[
|
||||
\mathrm{var}[\tilde{f}]=\frac{1}{n}\sum_i(\tilde{y}_i-\mathbb{E}\left[\bm{\tilde{y}}\right])^2.
|
||||
\]
|
||||
The answer to this exercise should be included in the theory part of the report.
|
||||
The answer to this exercise should be included in the theory part of the report. This exercise is also part of the weekly exercises of week 37.
|
||||
Explain what the terms mean and discuss their interpretations.
|
||||
|
||||
Perform then a bias-variance analysis of the Franke function by
|
||||
|
||||
Reference in New Issue
Block a user