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Claim 1.6 decrease bias^2 + var (Fig. 3) #6

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do8572 opened this issue Dec 24, 2022 · 0 comments
Open

Claim 1.6 decrease bias^2 + var (Fig. 3) #6

do8572 opened this issue Dec 24, 2022 · 0 comments
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do8572 commented Dec 24, 2022

Fig 3 shows a simulation result analyzing the bias-variance tradeoff for CART with and without HS. Here, data is generated from a linear model with Gaussian noise added during training (see Appendix S3 for experimental details, and other simulations). While predictive performance curves are often U-shaped because of the bias-variance tradeoff, those for HS are monotonic since HS is able to effectively reduce variance. The optimal regularization parameter λ decreases with the total number of leaves; this is corroborated by our calculations in Sec 3.

@do8572 do8572 changed the title Claim 1.6 Claim 1.6 decrease bias^2 + var (Fig. 3) Dec 24, 2022
@dmohorcic dmohorcic self-assigned this Jan 12, 2023
dmohorcic added a commit that referenced this issue Jan 13, 2023
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