Show empirical risk function and true risk for 1-dim linear regression

[davidrosenberg]

For 1-dimensional linear regression, there are 2 parameters so we can view the empirical risk function for varying amounts of data and the risk function as 3D plots and as contour plots. Suppose true distribution is X uniform on [0,1], y = 2x + N(0,SD=2).

Concept check question: what's the bayes risk for square loss?