Bias Variance Decomposition 🌱
MSE(^θ)=E[(^θ−θ)2]=E[(^θ−E[^θ]+E[^θ]−θ)2]=E[(^θ−E[^θ])2]+E[(E[^θ]−θ)2]+2E[(^θ−E[^θ])(E[^θ]−θ)]=Var[^θ]+(E[^θ]−θ)2+2(E[^θ]−θ)E[(^θ−E[^θ])]=Var[^θ]+Bias(^θ)2+2(E[^θ]−θ)(E[^θ]−E[^θ])=Var[^θ]+Bias(^θ)2
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