from sklearn.model_selection import train_test_split from sklearn.linear_model import LinearRegression from sklearn.datasets import fetch_california_housing from mlxtend.evaluate import bias_variance_decomp # dataset prepration data = fetch_california_housing() # fetch the data X = data.data # feature matrix y = data.target # target vector # split data X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.3) avg_expected_loss, avg_bias, avg_var = bias_variance_decomp(model, X_train, y_train, X_test, y_test, loss='mse', num_rounds=50, random_seed=20) #results print('Average expected loss: %.3f' % avg_expected_loss) print('Average bias: %.3f' % avg_bias) print('Average variance: %.3f' % avg_var)