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arXiv 1301.7378cs.LGstat.ML
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预测建模的最小编码方法

Minimum Encoding Approaches for Predictive Modeling

CWI(荷兰国家数学与计算机科学研究中心);University of Helsinki(赫尔辛基大学)

Peter D Grunwald, Petri Kontkanen, Petri Myllymaki, Tomi Silander, Henry Tirri

摘要:

我们分析了两个信息理论动机的统计推断和模型选择方法之间的差异:最小描述长度(MDL)原则,和最小消息长度(MML)原则。基于这种分析,我们提出了两个修订版本的MML:逐点估计,它给出了MML最优单参数模型,和一个体积估计,它给出了MML最优区域的参数空间。我们的实证结果表明,小数据集,MDL方法产生更准确的预测比MML估计。实证结果还表明,这里介绍的修正MML估计比Wallace和Freeman建议的原始MML估计性能更好。

英文摘要:

We analyze differences between two information-theoretically motivated approaches to statistical inference and model selection: the Minimum Description Length (MDL) principle, and the Minimum Message Length (MML) principle. Based on this analysis, we present two revised versions of MML: a pointwise estimator which gives the MML-optimal single parameter model, and a volumewise estimator which gives the MML-optimal region in the parameter space. Our empirical results suggest that with small data sets, the MDL approach yields more accurate predictions than the MML estimators. The empirical results also demonstrate that the revised MML estimators introduced here perform better than the original MML estimator suggested by Wallace and Freeman.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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