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Commit ca82d06
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**(i)** <spanclass="math-inline">\\(h_0^{\ast}\\)</span> is none of the these. The original intention was to have <spanclass="math-inline">\\(R_0\\)</span> be 0-1 loss, in which case <spanclass="math-inline">\\(h_0^{\ast}\\)</span> would be the mode.
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**(i)** <spanclass="math-inline">\\(w_0^{\ast}\\)</span> is none of the these. The original intention was to have <spanclass="math-inline">\\(R_0\\)</span> be 0-1 loss, in which case <spanclass="math-inline">\\(w_0^{\ast}\\)</span> would be the mode.
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**(ii)** <spanclass="math-inline">\\(h_1^{\ast}\\)</span> is the median of the data, since <spanclass="math-inline">\\(R_1(w)= \displaystyle \frac{1}{n} \sum_{i=1}^{n}|y_i-w|\\)</span>
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**(ii)** <spanclass="math-inline">\\(w_1^{\ast}\\)</span> is the median of the data, since <spanclass="math-inline">\\(R_1(w)= \displaystyle \frac{1}{n} \sum_{i=1}^{n}|y_i-w|\\)</span>
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**(iii)** <spanclass="math-inline">\\(R_1(h_1^{\ast})\\)</span> is the minimum mean absolute error, which is none of these.
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**(iii)** <spanclass="math-inline">\\(R_1(w_1^{\ast})\\)</span> is the minimum mean absolute error, which is none of these.
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**(iv)** <spanclass="math-inline">\\(h_2^{\ast}\\)</span> is the mean of the data, since <spanclass="math-inline">\\(R_2(w)= \displaystyle \frac{1}{n} \sum_{i=1}^{n}|y_i-w|^2\\)</span> is equivalent to mean squared error.
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**(iv)** <spanclass="math-inline">\\(w_2^{\ast}\\)</span> is the mean of the data, since <spanclass="math-inline">\\(R_2(w)= \displaystyle \frac{1}{n} \sum_{i=1}^{n}|y_i-w|^2\\)</span> is equivalent to mean squared error.
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**(v)** <spanclass="math-inline">\\(R_2(h_2^{\ast})\\)</span> is the variance of the data, or the minimum mean squared error, shown below:
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**(v)** <spanclass="math-inline">\\(R_2(w_2^{\ast})\\)</span> is the variance of the data, or the minimum mean squared error, shown below:
Now, suppose we want to find the optimal constant prediction, <spanclass="math-inline">\\(h_\text{U}^{\ast}\\)</span>, using the "Ulta" loss function, defined below:
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Now, suppose we want to find the optimal constant prediction, <spanclass="math-inline">\\(w_\text{U}^{\ast}\\)</span>, using the "Ulta" loss function, defined below:
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<divclass="math-display">
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$$
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L_\text{U}(y_i, w) = y_i(y_i-w)^2
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To find <spanclass="math-inline">\\(h_\text{U}^{\ast}\\)</span>, we minimize <spanclass="math-inline">\\(R_\text{U}(w)\\)</span>, the average Ulta loss. How does <spanclass="math-inline">\\(h_\text{U}^{\ast}\\)</span> compare to the mean of the data, <spanclass="math-inline">\\(M\\)</span>?
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To find <spanclass="math-inline">\\(w_\text{U}^{\ast}\\)</span>, we minimize <spanclass="math-inline">\\(R_\text{U}(w)\\)</span>, the average Ulta loss. How does <spanclass="math-inline">\\(w_\text{U}^{\ast}\\)</span> compare to the mean of the data, <spanclass="math-inline">\\(M\\)</span>?
The minimizer is <spanclass="math-inline">\\(h_\text{U}^{\ast} = \frac{\sum_{i=1}^n y_i^2}{\sum_{i=1}^n y_i}\\)</span>. Since <spanclass="math-inline">\\(M > 0\\)</span>, we have <spanclass="math-inline">\\(h_\text{U}^{\ast} - M = \frac{\frac{1}{n}\sum_{i=1}^n (y_i-M)^2}{M} \geq 0\\)</span>. Thus, <spanclass="math-inline">\\(h_\text{U}^{\ast} \geq M\\)</span>, with equality exactly when all the <spanclass="math-inline">\\(y_i\\)</span> values are equal.
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The minimizer is <spanclass="math-inline">\\(w_\text{U}^{\ast} = \frac{\sum_{i=1}^n y_i^2}{\sum_{i=1}^n y_i}\\)</span>. Since <spanclass="math-inline">\\(M > 0\\)</span>, we have <spanclass="math-inline">\\(w_\text{U}^{\ast} - M = \frac{\frac{1}{n}\sum_{i=1}^n (y_i-M)^2}{M} \geq 0\\)</span>. Thus, <spanclass="math-inline">\\(w_\text{U}^{\ast} \geq M\\)</span>, with equality exactly when all the <spanclass="math-inline">\\(y_i\\)</span> values are equal.
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