wiki/model-selection/measures-of-generalizability.md

Suppose we have a generating process that generates some numbers based on a distribution. Based on a …

Does the data agree with the model? Calculate the distance between data and model predictions. Apply …

For models with a lot of parameters, the goodness-of-fit is very likely to be very high. However, it …

Minimum Description Length ( [[MDL]] Minimum Description Length MDL is a measure of how well a model …

The loss calculated on all the data points

The loss calculated on all the whole population