○ unseen · kind concept · level 0 · 0h
- Requiere: Cross-Validation
Choosing among candidate models honestly — nested CV, information criteria, and the bias–variance framing.
Model selection is the task of selecting a model from among various candidates on the basis of performance criterion to choose the best one. In the context of machine learning and more generally statistical analysis, this may be the selection of 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 involve the design of experiments such that the data collected is well-suited to the problem of model selection.
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- Requiere: Cross-Validation