Let Y : N { 1,1} be a binary variable Y and consider its prediction from a variable X:N - R.Prove that the Bayes predictors for the 0/1 loss function r(y, y) 1yy and for the quadr aticloss r(y, y) = (y-y) coincide.

In the given question, we are dealing with two variables: Y, which is a binary variable taking…

Answered: Let Y:{-1, 1} be a binary variable Y…

Linear Algebra: A Modern Introduction

4th Edition

ISBN:9781285463247

Author:David Poole

Publisher:David Poole

Chapter5: Orthogonality

Section5.3: The Gram-schmidt Process And The Qr Factorization

Problem 11AEXP

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Let Y:{-1, 1} be a binary variable Y and consider its prediction from a variable X: →R. Prove that the Bayes predictors for the 0/1 loss function r(y, y) = 1yty and for the quadratic loss r(y, y) = (y - y)² coincide.