update exercises week 38
This commit is contained in:
@@ -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 $y$."
|
||||
]
|
||||
},
|
||||
{
|
||||
|
||||
Reference in New Issue
Block a user