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BiasVarianceTradeoff

oxilean_std::statistical_learning::types

Struct BiasVarianceTradeoff 

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pub struct BiasVarianceTradeoff {
    pub bias_squared: f64,
    pub variance: f64,
    pub noise: f64,
}
Expand description

Bias-variance tradeoff decomposition: MSE = Bias² + Variance + Noise.

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§bias_squared: f64

Squared bias of the estimator.

§variance: f64

Variance of the estimator.

§noise: f64

Irreducible noise level σ².

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impl BiasVarianceTradeoff

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pub fn new(bias_squared: f64, variance: f64, noise: f64) -> Self

Create a new BiasVarianceTradeoff.

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pub fn total_mse(&self) -> f64

Total expected MSE = Bias² + Var + σ².

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