w******d
发帖数: 120 | 1 一些方法提到的reduce bias and variance, bias and variance是怎么计算的？ |
z**********e
发帖数: 91 | 2 如果MSE，那就是decomposition出来的吧。。如果在现实当中就用estimated bias和
variance？ |
w******d
发帖数: 120 | 3 你是说类似于anova里的variance analysis?
我说的就是总的variance. 比如regularized linear regression, variance怎么算？
为什么regularization会减少variance?
【在 z**********e 的大作中提到】
: 如果MSE，那就是decomposition出来的吧。。如果在现实当中就用estimated bias和
: variance？
|
g******2
发帖数: 234 | 4 you have reduced variance because you put some weight on a more stable
estimate.
e.g.
if you have mu_hat as an estimator for mu, then p*mu_1_hat + (1-p)*mu_hat
has smaller variance than mu_hat, where mu_1_hat is independent of mu_hat
and has a smaller variance than mu_hat. |
