Quiz: Lecture 7 — Kernel Fréchet Regression

This quiz tests your understanding of kernel (local-constant) Fréchet regression — the metric-space analogue of Nadaraya–Watson smoothing. There are 10 multiple-choice questions, each worth 1 mark. After submitting, your score is shown, and any questions you got wrong are highlighted — but the correct answer is not revealed. You can then redo only the questions you missed.

Q1. Why might global Fréchet regression (Lecture 6) be misspecified?

Q2. The kernel Fréchet regression target \(\mu_h^{\mathrm{NW}}(x)\) is the minimizer of:

Q3. The sample kernel Fréchet regression estimator uses normalized weights. Why is normalization necessary?

Q4. How do kernel regression weights differ from global Fréchet regression weights?

Q5. What happens to the kernel Fréchet regression estimator as the bandwidth \(h \to \infty\)?

Q6. What happens to the kernel Fréchet regression estimator as \(h \to 0\)?

Q7. In the bias–variance tradeoff for kernel Fréchet regression, a larger bandwidth \(h\) leads to:

Q8. The kernel Fréchet regression target \(\mu_h^{\mathrm{NW}}(x)\) is not exactly the conditional Fréchet mean \(\mu(x)\). This is because:

Q9. In the split proximal-point algorithm for computing \(\hat{\mu}_h^{\mathrm{NW}}(x)\), each step moves the current iterate toward a single response \(Y_i\) along a geodesic. The fraction \(t_i\) of the geodesic traversed is:

Q10. In kernel Fréchet regression, how does the bandwidth \(h\) affect which observations contribute to the estimator at a given evaluation point \(x\)?