A Short Introduction to Model Selection, Kolmogorov Complexity and Minimum Description Length (MDL)
Volker NannenPublished in: CoRR (2010)
Keyphrases
- model selection
- minimum description length
- kolmogorov complexity
- cross validation
- mdl principle
- information theoretic
- inductive inference
- hyperparameters
- sample size
- bayesian learning
- regression model
- machine learning
- parameter estimation
- complexity measures
- generalization error
- information criterion
- variable selection
- parameter determination
- model selection criteria
- leave one out cross validation
- statistical inference
- gaussian process
- selection criterion
- data sets
- feature selection
- error estimation
- information theory
- marginal likelihood
- automatic model selection
- mixture model
- mutual information
- training data