O'Reilly logo

Learning Bayesian Models with R by Dr. Hari M. Koduvely

Stay ahead with the world's most comprehensive technology and business learning platform.

With Safari, you learn the way you learn best. Get unlimited access to videos, live online training, learning paths, books, tutorials, and more.

Start Free Trial

No credit card required

Model overfitting and bias-variance tradeoff

The expected loss mentioned in the previous section can be written as a sum of three terms in the case of linear regression using squared loss function, as follows:

Model overfitting and bias-variance tradeoff

Here, Bias is the difference Model overfitting and bias-variance tradeoff between the true model F(X) and average value of Model overfitting and bias-variance tradeoff taken over an ensemble of datasets. Bias is a measure of how much the average prediction over all datasets in the ensemble differs from the true regression function ...

With Safari, you learn the way you learn best. Get unlimited access to videos, live online training, learning paths, books, interactive tutorials, and more.

Start Free Trial

No credit card required