Connection between bias/variance tradeoff and squared error The only explanations I've seen of the bias/variance tradeoff rely on rewriting the squared error of an estimator as the sum of bias and variance terms. How does the bias/variance tradeoff work if the loss function is not squared error? Thanks in advance!

MSE=bias$^2$ +variance So the tradeoff is obvious for MSE.  If your loss function is some other function of bias and variance then there will be a variance-bias tradeoff for it too. Otherwise there is none for varying the expected loss.
