My experiments with Big Data
This blog is about my learnings in big data, product management and digital advertising.
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Tuesday, September 30, 2014
Bias Variance Tradeoff
y_noise = np.var(y_test, axis=
1
)
y_bias = (f(X_test) - np.mean(y_predict, axis=
1
)) **
2
y_var = np.var(y_predict, axis=
1
)
MSE = y_noise + y_bias + y_var
Proof :
http://en.wikipedia.org/wiki/Bias%E2%80%93variance_tradeoff
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