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An experimental and theoretical comparison of model selection methods. Machine Learning 27
, 1997
"... In the model selection problem, we must balance the complexity of a statistical model with its goodness of fit to the training data. This problem arises repeatedly in statistical estimation, machine learning, and scientific inquiry in general. ..."
Abstract
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In the model selection problem, we must balance the complexity of a statistical model with its goodness of fit to the training data. This problem arises repeatedly in statistical estimation, machine learning, and scientific inquiry in general.

