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Expression ( 6.66 ) indicates how prediction ability is governed by bias and variance. As models become more complex, local noise can be captured but coefficient estimates suffer from higher variance as more terms are included in the model.

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Shrinkage Methods

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  • 发表日期：

    2025年

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  • Daniel Sorensen

摘要

Expression ( 6.66 ) indicates how prediction ability is governed by bias and variance. As models become more complex, local noise can be captured but coefficient estimates suffer from higher variance as more terms are included in the model.