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 …
To measure the generalization, we define a generalization error, $$ \begin{align} \mathcal G = …
Minimum Description Length ( [[MDL]] Minimum Description Length MDL is a measure of how well a model …
The loss calculated on all the data points
The loss calculated on all the whole population
Suppose we have a model that describes the data generation process behind a dataset. The …
$$ \frac{p(\mathscr M_1|y)}{ p(\mathscr M_2|y) } = \frac{p(\mathscr M_1)}{ p(\mathscr M_2) …
BIC considers the number of parameters and the total number of data records.
FIA is a method to describe the minimum description length ( [[MDL]] Minimum Description Length MDL …
Description of Data The measurement of complexity is based on the observation that the …
MDL is a measure of how well a model compresses data by minimizing the combined cost of the description of the model and the misfit.
$$ \mathrm{NML} = \frac{ p(y| \hat \theta(y)) }{ \int_X p( x| \hat \theta (x) ) dx } $$