Mean squared prediction error: Difference between revisions

Revision as of 20:27, 31 August 2016

Revision as of 15:49, 24 October 2017

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:<math>\operatorname{MSPE}(L)=\sum_{i=1}^n\left(\operatorname{E}\left[\widehat{g}(x_i)\right]-g(x_i)\right)^2+\sum_{i=1}^n\operatorname{var}\left[\widehat{g}(x_i)\right].</math>

Note that knowledgeKnowledge of ''g'' is required in order to calculate MSPE exactly.

==Estimation of MSPE==