Functions in scikit-learn

The function coef gives us the parameter \( \beta \) of our fit while intercept yields \( \alpha \). Depending on the constant in front of the normal distribution, we get values near or far from \( alpha =2 \) and \( \beta =5 \). Try to play around with different parameters in front of the normal distribution. The function meansquarederror gives us the mean square error, a risk metric corresponding to the expected value of the squared (quadratic) error or loss defined as $$ MSE(\hat{y},\hat{\tilde{y}}) = \frac{1}{n} \sum_{i=0}^{n-1}(y_i-\tilde{y}_i)^2, $$

The smaller the value, the better the fit. Ideally we would like to have an MSE equal zero. The attentive reader has probably recognized this function as being similar to the \( \chi^2 \) function defined above.