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Bot-69912020 t1_ittvs0g wrote

Reply to comment by comradeswitch in [D] What things did you learn in ML theory that are, in practice, different? by 4bedoe

thanks for your clarification - i am sure it is useful for the other readers! But based on your knowledge, you might be interested in our latest preprint, which offers a more general bias-variance decomposition https://arxiv.org/pdf/2210.12256.pdf

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comradeswitch t1_itwmbkg wrote

Oh interesting! This looks to hit upon a lot of my favorite topics, I'll be taking a more in depth look later.

It's not surprising to me that a decomposition based on Bregman divergences has similar properties as the one for MSE, but the connections through convex conjugates and proper scores is clever.

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