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8 - Model Selection

Published online by Cambridge University Press:  20 July 2023

Tong Zhang
Affiliation:
Hong Kong University of Science and Technology
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Summary

In practical applications, we often try many different model classes (such as SVM, neural networks, decision trees), and we want to select the best model to achieve the smallest test loss. This problem is referred to as model selection. This chapter studies techniques used to analyze model selection problems.

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Chapter
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Publisher: Cambridge University Press
Print publication year: 2023

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  • Model Selection
  • Tong Zhang, Hong Kong University of Science and Technology
  • Book: Mathematical Analysis of Machine Learning Algorithms
  • Online publication: 20 July 2023
  • Chapter DOI: https://doi.org/10.1017/9781009093057.009
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  • Model Selection
  • Tong Zhang, Hong Kong University of Science and Technology
  • Book: Mathematical Analysis of Machine Learning Algorithms
  • Online publication: 20 July 2023
  • Chapter DOI: https://doi.org/10.1017/9781009093057.009
Available formats
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Save book to Google Drive

To save content items to your account, please confirm that you agree to abide by our usage policies. If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your account. Find out more about saving content to Google Drive.

  • Model Selection
  • Tong Zhang, Hong Kong University of Science and Technology
  • Book: Mathematical Analysis of Machine Learning Algorithms
  • Online publication: 20 July 2023
  • Chapter DOI: https://doi.org/10.1017/9781009093057.009
Available formats
×