update exercises week 38

This commit is contained in:
Morten Hjorth-Jensen
2025-09-16 03:57:50 +02:00
parent 9f547ac70d
commit 3ca128990b
7 changed files with 10 additions and 24 deletions
@@ -178,20 +178,12 @@
"We see that $\\mathbb{E} \\big[ \\hat{\\boldsymbol{\\beta}}^{\\mathrm{Ridge}} \\big] \\not= \\mathbb{E} \\big[\\hat{\\boldsymbol{\\beta}}^{\\mathrm{OLS}}\\big ]$ for any $\\lambda > 0$.\n"
]
},
{
"cell_type": "markdown",
"id": "65f6f914",
"metadata": {},
"source": [
"**b)** Why do we say that Ridge regression gives a biased estimate? Is this a problem?\n"
]
},
{
"cell_type": "markdown",
"id": "b4e721fc",
"metadata": {},
"source": [
"**c)** Show that the variance is\n"
"**b)** Show that the variance is\n"
]
},
{
@@ -297,7 +289,8 @@
"source": [
"$$\n",
"\\mathrm{var}[\\tilde{y}]=\\mathbb{E}\\left[\\left(\\tilde{\\boldsymbol{y}}-\\mathbb{E}\\left[\\boldsymbol{\\tilde{y}}\\right]\\right)^2\\right]=\\frac{1}{n}\\sum_i(\\tilde{y}_i-\\mathbb{E}\\left[\\boldsymbol{\\tilde{y}}\\right])^2.\n",
"$$\n"
"$$\n",
"In order to arrive at the equation for the bias, we have to approximate the unknown function $f$ with the output/target values $y$."
]
},
{