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LM101-076: How to Choose the Best Model using AIC and GAIC
Manage episode 230297526 series 2497400
Content provided by Richard M. Golden, M.S.E.E., and B.S.E.E.. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by Richard M. Golden, M.S.E.E., and B.S.E.E. or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://staging.podcastplayer.com/legal.
In this episode, we explain the proper semantic interpretation of the Akaike Information Criterion (AIC) and the Generalized Akaike Information Criterion (GAIC) for the purpose of picking the best model for a given set of training data. The precise semantic interpretation of these model selection criteria is provided, explicit assumptions are provided for the AIC and GAIC to be valid, and explicit formulas are provided for the AIC and GAIC so they can be used in practice. Briefly, AIC and GAIC provide a way of estimating the average prediction error of your learning machine on test data without using test data or cross-validation methods. The GAIC is also called the Takeuchi Information Criterion (TIC).
85 episodes
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Manage episode 230297526 series 2497400
Content provided by Richard M. Golden, M.S.E.E., and B.S.E.E.. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by Richard M. Golden, M.S.E.E., and B.S.E.E. or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://staging.podcastplayer.com/legal.
In this episode, we explain the proper semantic interpretation of the Akaike Information Criterion (AIC) and the Generalized Akaike Information Criterion (GAIC) for the purpose of picking the best model for a given set of training data. The precise semantic interpretation of these model selection criteria is provided, explicit assumptions are provided for the AIC and GAIC to be valid, and explicit formulas are provided for the AIC and GAIC so they can be used in practice. Briefly, AIC and GAIC provide a way of estimating the average prediction error of your learning machine on test data without using test data or cross-validation methods. The GAIC is also called the Takeuchi Information Criterion (TIC).
85 episodes
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Similar to Learning Machines 101
Android Backstage, a podcast by and for Android developers. Hosted by developers from the Android engineering team, this show covers topics of interest to Android programmers, with in-depth discussions and interviews with engineers on the Android team at Google. Subscribe to Android Developers YouTube → https://goo.gle/AndroidDevs
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The Data Skeptic Podcast features interviews and discussion of topics related to data science, statistics, machine learning, artificial intelligence and the like, all from the perspective of applying critical thinking and the scientific method to evaluate the veracity of claims and efficacy of approaches.
…
continue reading
BBC Radio 5 live’s award winning gaming podcast, discussing the world of video games and games culture.
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…
continue reading
Show notes are at https://stevelitchfield.com/sshow/chat.html
…
continue reading
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…
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The power of Data is undeniable. And unharnessed - it’s nothing but chaos. Making data your ally. Using it to lead with confidence and clarity. Host Jess Carter is solving problems in real-time to reveal what’s possible. Helping communities and people thrive. This is Data Driven Leadership, a show brought to you by Resultant.
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