Irreverent Demystifiers

Why is MSE = Bias² + Variance?

Introduction to “good” statistical estimators and their properties

Cassie Kozyrkov
8 min readNov 27, 2022

--

The bias-variance tradeoff

“The bias-variance tradeoff” is a popular concept you’ll encounter in the context of ML/AI. In building up to making it intuitive, I figured I’d give the formula-lovers among you a chatty explanation of where this key equation comes from:

MSE = Bias² + Variance

--

--

Chief Decision Scientist, Google. ❤️ Stats, ML/AI, data, puns, art, theatre, decision science. All views are my own. twitter.com/quaesita