I mean it is always said that complex model high variance and simple model high bias. I wonder what if we fit a linear model by complex polynomial regression. E.g.
Here’s a recent post that goes into quite a bit of detail on the meaning of bias and variance.
Thanks for the reply. Is says that bias “can relate to the model prediction and can be on any part of the data - training, validation or test set. It just means what kind of error you are seeing in your predictions w.r.t to the actual data.”. And " for some simple datasets with linear relationships, linear regression is good enough and it’ll have a low bias and variance". But it did not quite solve my question. Like fitting a polynomial regression on linear relation datasets, will the bias increase as the order of polynomial increases? (Since linear has a 0 bias but polynomial may not necessarily be unbiased). Thanks
If viewing this as hypothesis space. Bias is defined to be the sum of estimation bias and approximation error. Where approximation error is just the same for linear and polynomial model. But will the approximation bias increases as the order of polynomial increases?