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Pb 22 exam 2017

Hello,
For this problem, I agree with the test error for the 5k and 100k data sets. But I do not understand the following:

  • first: why the training error for the 5k and 100k data sets are below the true error? This should be a lower bound that cannot be reach
  • second: why is the 100k training error above the 5k training error?
    Thanks for your help.
Top comment

Hi,

  1. The true error corresponds to the expected error achieved on fresh samples from the (infinitely large) data distribution. If your model is powerful enough, you can overfit on the training set, and get zero training loss (thus it can go below the true error as it is measured on different data)

  2. The larger your training dataset, the harder it is to overfit on them.

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