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20 — Bias-Variance Tradeoff

Polynomial of degree d fit to noisy data. Too simple (d=1) → high bias, underfit. Too flexible (d=12) → high variance, overfit. Test error has a sweet spot in the middle.

Polynomial degree3
Train MSE
Test MSE
Regime
Fit on training data (true curve = green dashed)
Error vs degree
3
Total error = bias² + variance + noise. Increasing model complexity reduces bias but inflates variance. The "best" model is the one that minimizes test error — not training error (which always keeps dropping).