Machine Learning, Deep Learning, Artificial Intelligence, Regularization, Deep Learning Book.
each example, where ϵi is drawn from a zero mean, multivariate normal distribution such that: 𝔼(ϵi²)=v and 𝔼(ϵiϵj)=c. The error on each example is then the average across all the models: (∑ ϵi)/K. The mean of this average error is 0 (as the mean of each of the individual ϵiϵi is 0). The variance of