Learning From Data

Summer Semester 2022 Prof. Dr. Jörg Schäfer & Fatima Sajid Butt

Sheet 4
Bias Variance
Issue Date: NA
Submission Date: NA

Bias Variance
Exercise 1

We look at example 2.8 of the “Learning from Data”, see also lecture 4 (LfD04). In particular:
1. Verify all details of the proof, in particular the analytical calculations.
2. Write Octave Code (or any other numerical package) to verify the numerical results
3. Write an R script plotting solutions
4. Generate N data sets randomly and verify that bias and variance converge to the calculated
numbers.

Exercise 2

Let y = f (x) + , where  is a zero-mean noise random variable with variance σ 2 . Prove that

ED Eout (g D ) = σ 2 + var + bias.

 

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