Provide a sketch of typical (squared) bias, variance, expected test MSE, training MSE, and the irreducible error curves
Posted: Sun Oct 03, 2021 3:33 pm
Provide a sketch of typical (squared) bias, variance, expected
test MSE, training MSE, and the irreducible error curves on a
single plot, as we go from less flexible statistical learning
methods towards more flexible methods. The x-axis should
represent the amount of flexibility in the method, and
the y-axis should represent the values for each curve. There
should be 5 curves. Make sure to label each one.
Explain why each of the five curves has the shape displayed in
1.
test MSE, training MSE, and the irreducible error curves on a
single plot, as we go from less flexible statistical learning
methods towards more flexible methods. The x-axis should
represent the amount of flexibility in the method, and
the y-axis should represent the values for each curve. There
should be 5 curves. Make sure to label each one.
Explain why each of the five curves has the shape displayed in
1.