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 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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