[ ] Spline tuning parameter is currently set to np.sqrt(K) but needs to be updated to the reciprocal of the standard deviation of the estimator. Refer to this line.
[x] Minimization is currently done using the mean of the bias + variance (MSE). However, the paper suggests it should be the sum even though their values seem to be averaged. Refer to this line.
Fix the following issues:
[ ] Spline tuning parameter is currently set to
np.sqrt(K)
but needs to be updated to the reciprocal of the standard deviation of the estimator. Refer to this line.[x] Minimization is currently done using the
mean
of the bias + variance (MSE). However, the paper suggests it should be thesum
even though their values seem to be averaged. Refer to this line.