Tag: bias-variance

Interview Questions

• When a biased estimator wins on MSE
• Overfitting versus underfitting, and how to tell which you have
• James–Stein, why shrinking beats the obvious estimator
• Choosing k in k-nearest-neighbors as a bias–variance dial
• Divide by n, n minus 1, or n plus 1?
• The MSE-optimal scaling of the sample max
• Why piling on predictors quietly inflates your variance
• Bias, variance, and irreducible noise in prediction error
• The best shrinkage factor for a noisy estimate
• Which estimator wins on MSE, the unbiased or the biased one?
• Decompose mean squared error into bias and variance
• Why does ridge regression fix multicollinearity?
• The U-shaped test error of polynomial fits
• Ridge regression, paying bias to buy variance
• Is it ever smart to shrink your estimate toward zero?