Paper announcement

[David Wolpert]

	***	PAPER ANNOUNCEMENT	***



	ON BIAS PLUS VARIANCE

	  by D. Wolpert

Abstract: This paper presents a Bayesian additive "correction" to the
familiar quadratic loss bias-plus-variance formula. It then discusses
some other loss-function-specific aspects of supervised learning. It
ends by presenting a version of the bias-plus-variance formula
appropriate for log loss, and then the Bayesian additive correction to
that formula. Both the quadratic loss and log loss correction terms
are a covariance, between the learning algorithm and the posterior
distribution over targets. Accordingly, in the context in which those
terms apply, there is not a "bias-variance trade-off", or a
"bias-variance dilemma", as one often hears. Rather there is a
bias-variance-covariance trade-off.




This tech report is retrievable by anonymous ftp to
ftp.santafe.edu. Go to pub/dhw_ftp, and retrieve either bias.plus.ps.Z
or bias.plus.Z.encoded for compressed or uuencoded compressed
postscript, respectively.



Comments welcomed.