New (sort of) preprint on arXiv today: a generalized bias-variance decomposition for Bregman divergences! arxiv.org/abs/2511.08789
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arxiv.orgA Generalized Bias-Variance Decomposition for Bregman DivergencesThe bias-variance decomposition is a central result in statistics and machine learning, but is typically presented only for the squared error. We present a generalization of the bias-variance decompos...
Until one day recently, I dropped the notes into an LLM and...got the raw LaTeX right back out. In theory I could have done it myself in a few hours, but this was enough to get me over the "activation energy" to finally do it. So thank you, Frank and Gemini! (Please don't hate me, Bluesky)
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