Information-Corrected Estimation: A Generalization Error Reducing Parameter Estimation Method

Modern computational models in supervised machine learning are often highly parameterized universal approximators. As such, the value of the parameters is unimportant, and only the out of sample performance is considered. On the other hand much of the literature on model estimation assumes that the...

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Bibliographic Details
Main Authors: Matthew Dixon, Tyler Ward
Format: article
Language:EN
Published: MDPI AG 2021
Subjects:
Q
Online Access:https://doaj.org/article/ab0ad735d21a46f785cc82159c6ac2f9
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