Thanks, Steve. So, can I unpack Eliezer’s condition
we think that the true values at nearby positions are likely to be similar
as saying of the true values that there might be switchpoints, but most points aren’t switchpoints?
Yes, and in the limit of obtaining more data indefinitely, the in-between regions will shrink indefinitely (at least if you’re using k-nearest-neighbors and not smooth kernels).
Yes, switchpoints or large smooth jumps.
Thanks, Steve. So, can I unpack Eliezer’s condition
as saying of the true values that there might be switchpoints, but most points aren’t switchpoints?
Yes, and in the limit of obtaining more data indefinitely, the in-between regions will shrink indefinitely (at least if you’re using k-nearest-neighbors and not smooth kernels).
Yes, switchpoints or large smooth jumps.