Which statement about training set MSE versus test MSE is true?

Which statement about training set MSE versus test MSE is true?

• A. The training set MSE is generally an overestimate of the test MSE.
• B. The training set MSE is generally an UNDERestimate of the test MSE.
• C. The training set MSE equals the test MSE.
• D. The training set MSE cannot be compared to the test MSE.

Answer: (B)