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Last active March 7, 2025 01:14
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A derivation of the bias-variance decomposition of test error in machine learning.
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petermchale commented Feb 6, 2025

This analysis presented in this gist has also been published on Cross Validated: https://stats.stackexchange.com/a/287904/146385

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petermchale commented Mar 7, 2025

Also see the section entitled "The Bias-Variance Decomposition" in Christopher Bishop's 2006 book: https://link.springer.com/book/9780387310732

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