Math behind, MSE = bias^2 + variance


Based on the deeplearningbook:

$$MSE = E[(\theta_m^{-} - \theta)^2]$$


$$Bias(\theta_m^{-})^2 + Var(\theta_m^{-})$$

where m is the number of samples in training set, $\theta$ is the actual parameter in the training set and $\theta_m^{-}$ is the estimated parameter.

I can't get to the second equation. Further, I don't understand how the first expression is gained.


$Bias(\theta_m^{-})^2 = E(\theta_m^{-2}) - \theta^2$

Also how bias and variance evaluated in classification.?

Fatemeh Asgarinejad

Posted 2019-06-14T05:22:06.163

Reputation: 1 124


See this. the proof is explained

– Kasra Manshaei – 2019-06-14T07:24:59.227

Thanks for replying. – Fatemeh Asgarinejad – 2019-06-14T18:55:41.500

No answers