Question: We discussed the MSE learning objective while optimizing for Linear Regression model. Suppose we knew the joint distribution PXY. The optimal rule f:XY which minimizes

 We discussed the MSE learning objective while optimizing for Linear Regression

We discussed the MSE learning objective while optimizing for Linear Regression model. Suppose we knew the joint distribution PXY. The optimal rule f:XY which minimizes the MSE (Mean Square Error) is given as: f=argminfE[(f(X)Y)2] Show that f=E[YX]

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