Bias and Variance Tradeoff

This section talks about the bias and variance tradeoff, which is a fundamental concept in machine learning.

Table of Contents

• Concept

Common FAQs

• Bias-variance decomposition and independence of X and epsilon

• Bias-Variance decomposition: Expectations over what?

References and Further Readings

• Murphy, Kevin P. “Chapter 4.7.6. The bias-variance tradeoff.” In Probabilistic Machine Learning: An Introduction. MIT Press, 2022.

• James, Gareth, Daniela Witten, Trevor Hastie, and Robert Tibshirani. “Chapter .” In An Introduction to Statistical Learning: With Applications in R. Boston: Springer, 2022.

• Bishop, Christopher M. “Chapter 3.2. The Bias-Variance Decomposition.” In Pattern Recognition and Machine Learning. New York: Springer-Verlag, 2016.

• Wikipedia: Bias–variance tradeoff

• CS4780: Lecture 12. Bias-Variance Tradeoff

• Nathaniel Dake: Bias-Variance Tradeoff

• Understanding the Bias-Variance Tradeoff

• STAT 430: Chapter 4. The Bias–Variance Tradeof

• STAT 432: Chapter 4. The Bias-Variance Tradeoff

• Bias-variance decomposition for classification and regression losses