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Walk me through the bias-variance tradeoff, and how wou...
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See plansBias is the error from a model too simple to capture the true relationship — it converges, but to the wrong answer. Variance is the error from a model sensitive enough to noise that it fits differently every time you resample the training set. Generalization error decomposes roughly into bias squared plus variance plus irreducible noise, so pushing one down usually pushes the other up: a linear model has low variance and high bias, a deep unpruned tree has low bias and high variance.
To diagnose which is dominating, plot training error against validation error as a function of model capacity or training set size. High training error that validation error tracks closely means high bias — more data won’t help, you need a richer model or better features. Low training error with a large gap to validation error means high variance — more data, regularization, or bagging will help, but more capacity won’t. In practice, look at learning curves before touching hyperparameters, because “get more data” and “use a bigger model” are opposite fixes, and guessing wrong wastes an entire training cycle.