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Q3. Suppose that ,3 is the parameter of the God's model {the actual regression function] and for e; ~ Mm, J2] we have observations of

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Q3. Suppose that ,3 is the parameter of the God's model {the actual regression function] and for e; ~ Mm, J2] we have observations of the form 3:.- = 18951,; + 31's,; + E.'- (3) We consider a model of the form 3: = ELL-'1 + 31,32, and collect the training data samples (1111,I2'1,y1), {$1,2,12,g,y-2}\"' ,(ILngamyn), where 5:11.- and 3:21.- are our input features for sample 1', and y.- is the response variable for sample 1'. {a} By minimizing the 9.38, show that the optimal value of ,3 that ts this model is (h) Now that we have trained our model, we would like to evaluate its performance. We have a test point (ashtray) for which we dene the test MSE as me". = E [(y 121 f122)2] . I'vlathematicall}.r show that L1H?\" + rail Notice that the y appearing in the test formulation is independent of the 93': appearing in the training data. (1:) Discuss why the following statement is true: 2 Msgtm = :12 (ag +1) lim MSEku = 0'2. l'I'iICIJ

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