Contents

DATA100-L17: Estimators, Bias, and Variance

sample statistics (from last time)

参考 概率论与数理统计

prediction vs. inference

/datal17/image.png

the bias-variance tradeoff

/datal17/image-1.png model risk=observation variance+(model bias)2+model variance model\ risk = observation\ variance + (model\ bias)^2+model\ variance /datal17/image-2.png E[(YY^(x))2]=σ2+(E[Y^(x)]g(x))2+Var(Y^(x)) \mathbb{E}[(Y-\hat{Y}(x))^2] = \sigma^2+(\mathbb{E}[\hat{Y}(x)]-g(x))^2+Var(\hat{Y}(x)) /datal17/image-3.png

interpreting slopes

  • slope == 0? 假设检验证明是否无关

/datal17/image-4.png

[Extra]review of the Bootstrap

[Extra]derivation of Bias-Variance

decomposition

https://docs.google.com/presentation/d/1gzgxGO_nbCDajYs7qIpjzjQfJqKadliBOat7Es10Ll8/edit#slide=id.g11df3da7bd7_0_467