Lecture 10

January 29, 2021 less than 1 minute read

First of all, homework 3 due date is extended. It is now due at Feb 2 11:59 pm.
In lecture 10, we discussed the conditional expected value. As I kept emphasizing during the lecture, the conditional expected value is the optimal predictor minimizing the expected square of errors (RSS is a good example of this but not 100% equivalent). We will focus on how to calculate the conditional expectation through the course, and analyze the prediction accuracy using the conditional expectation.