泛化误差就是模型的期望风险
R e x p ( f ^ ) = E p [ L ( Y , f ^ ( X ) ) ] = ∫ X ∗ Y L ( y , f ^ ( x ) ) P ( x , y ) d x d y R_{exp}(\hat{f})=E_p[L(Y,\hat{f}(X))]=\int_{\mathcal{X}*\mathcal{Y}}L(y,\hat{f}(x))P(x,y)dxdy Rexp(f^)=Ep[L(Y,f^(X))]=∫X∗YL(y,f^(x))P(x,y)dxdy
经验风险
R ^ ( f ) = 1 N ∑ 1 n L ( y i , f ( x i ) ) \hat{R}(f)= {1\over N}\displaystyle\sum_1^nL(y_i,f(x_i)) R^(f)=N11∑nL(yi,f(xi))