Exercise 4.8

Answers

For each model Hm, gm is independently learned of from the validation set. When we take the expectation w.r.t. validation data set, the gm doesn’t change, the expectation depends only on xn, as in the derivation of equation (4.8).

So I think Em is an unbiased estimate for the out-of-sample error Eout(gm).

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2021-12-08 09:30
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