Category: Model selection

Watanabe–Akaike information criterion
In statistics, the widely applicable information criterion (WAIC), also known as Watanabe–Akaike information criterion, is the generalized version of the Akaike information criterion (AIC) onto singul
Bayes factor
The Bayes factor is a ratio of two competing statistical models represented by their marginal likelihood, and is used to quantify the support for one model over the other. The models in questions can
Feature selection
In machine learning and statistics, feature selection, also known as variable selection, attribute selection or variable subset selection, is the process of selecting a subset of relevant features (va
Deviance information criterion
The deviance information criterion (DIC) is a hierarchical modeling generalization of the Akaike information criterion (AIC). It is particularly useful in Bayesian model selection problems where the p
Circular analysis
In statistics, circular analysis is the selection of the details of a data analysis using the data that is being analysed. It is often referred to as double dipping, as one uses the same data twice. C
Model selection
Model selection is the task of selecting a statistical model from a set of candidate models, given data. In the simplest cases, a pre-existing set of data is considered. However, the task can also inv
Akaike information criterion
The Akaike information criterion (AIC) is an estimator of prediction error and thereby relative quality of statistical models for a given set of data. Given a collection of models for the data, AIC es
Learning rate
In machine learning and statistics, the learning rate is a tuning parameter in an optimization algorithm that determines the step size at each iteration while moving toward a minimum of a loss functio
Hannan–Quinn information criterion
In statistics, the Hannan–Quinn information criterion (HQC) is a criterion for model selection. It is an alternative to Akaike information criterion (AIC) and Bayesian information criterion (BIC). It
Optimality criterion
In statistics, an optimality criterion provides a measure of the fit of the data to a given hypothesis, to aid in model selection. A model is designated as the "best" of the candidate models if it giv
Bayesian information criterion
In statistics, the Bayesian information criterion (BIC) or Schwarz information criterion (also SIC, SBC, SBIC) is a criterion for model selection among a finite set of models; models with lower BIC ar
Hyperparameter optimization
In machine learning, hyperparameter optimization or tuning is the problem of choosing a set of optimal hyperparameters for a learning algorithm. A hyperparameter is a parameter whose value is used to
PRESS statistic
In statistics, the predicted residual error sum of squares (PRESS) is a form of cross-validation used in regression analysis to provide a summary measure of the fit of a model to a sample of observati
Learning curve (machine learning)
In machine learning, a learning curve (or training curve) plots the optimal value of a model's loss function for a training set against this loss function evaluated on a validation data set with same
Hyperparameter (machine learning)
In machine learning, a hyperparameter is a parameter whose value is used to control the learning process. By contrast, the values of other parameters (typically node weights) are derived via training.
Relief (feature selection)
Relief is an algorithm developed by Kira and Rendell in 1992 that takes a filter-method approach to feature selection that is notably sensitive to feature interactions. It was originally designed for
Validation set
No description available.
Cross-validation (statistics)
Cross-validation, sometimes called rotation estimation or out-of-sample testing, is any of various similar model validation techniques for assessing how the results of a statistical analysis will gene
Bias–variance tradeoff
In statistics and machine learning, the bias–variance tradeoff is the property of a model that the variance of the parameter estimated across samples can be reduced by increasing the bias in the estim
Nested sampling algorithm
The nested sampling algorithm is a computational approach to the Bayesian statistics problems of comparing models and generating samples from posterior distributions. It was developed in 2004 by physi
Double descent
In statistics and machine learning, double descent is the phenomenon where a statistical model with a small number of parameters and a model with an extremely large number of parameters have a small e
Focused information criterion
In statistics, the focused information criterion (FIC) is a method for selecting the most appropriate model among a set of competitors for a given data set. Unlike most other model selection strategie