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1. (a)
To test the quality of a regression fit use mean squared error.
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MSE = ─── ∑ (yᵢ - f̂(xᵢ))²
n ⁱ⁼¹
Ave(y₀ - f(x₀))²
To test the quality of a model in the classification settings, use the error rate:
1 ₙ
E = ─── ∑ I(yᵢ ≠ ŷᵢ)
n ⁱ⁼¹