update on typos
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@@ -39,24 +39,28 @@ Here the expected value $\mathbb{E}$ is the sample value.
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Show that you can rewrite this in terms of a term which contains the variance of the model itself (the so-called variance term), a
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term which measures the deviation from the true data and the mean value of the model (the bias term) and finally the variance of the noise.
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That is, show that
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!bt
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\[
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\mathbb{E}\left[(\bm{y}-\bm{\tilde{y}})^2\right]=(\mathrm{Bias}[\tilde{y}])^2+\mathrm{var}[\tilde{f}]+\sigma^2,
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\mathbb{E}\left[(\bm{y}-\bm{\tilde{y}})^2\right]=\mathrm{Bias}[y]+\mathrm{var}[\tilde{y}]+\sigma^2,
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\]
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!et
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with
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!bt
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\[
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(\mathrm{Bias}[\tilde{y}])^2=\left(\bm{y}-\mathbb{E}\left[\bm{\tilde{y}}\right]\right)^2,
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\mathrm{Bias}[y]=\mathbb{E}\left[\left(\bm{y}-\mathbb{E}\left[\bm{\tilde{y}}\right]\right)^2\right],
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\]
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!et
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and
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!bt
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\[
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\mathrm{var}[\tilde{f}]=\frac{1}{n}\sum_i(\tilde{y}_i-\mathbb{E}\left[\bm{\tilde{y}}\right])^2.
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\mathrm{var}[\tilde{y}]=\frac{1}{n}\sum_i(\tilde{y}_i-\mathbb{E}\left[\bm{\tilde{y}}\right])^2.
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\]
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!et
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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.
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Explain what the terms mean and discuss their interpretations.
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Explain what the terms mean and discuss their interpretations.
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@@ -70,3 +74,5 @@ You can follow the code example in the jupyter-book at URL:"https://compphysics.
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See also the whiteboard notes from week 37 at URL:"https://github.com/CompPhysics/MachineLearning/blob/master/doc/HandWrittenNotes/2023/NotesSep14.pdf"
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