In this 77th episode of www.learningmachines101.com , we explain the proper semantic interpretation of the Bayesian Information Criterion (BIC) and emphasize how this semantic interpretation is fundamentally different from AIC (Akaike Information Criterion) model selection methods. Briefly, BIC is used to estimate the probability of the training data given the probability model, while AIC is used to estimate out-of-sample prediction error. The probability of the training data given the model is called the “marginal likelihood”. Using the marginal likelihood, one can calculate the probability of a model given the training data and then use this analysis to support selecting the most probable model, selecting a model that minimizes expected risk, and support Bayesian model averaging. The assumptions which are required for BIC to be a valid approximation for the probability of the training data given the probability model are also discussed.
LM101-066: How to Solve Constraint Satisfaction Problems using MCMC Methods (Rerun)
LM101-065: How to Design Gradient Descent Learning Machines (Rerun)
LM101-064: Stochastic Model Search and Selection with Genetic Algorithms (Rerun)
LM101-063: How to Transform a Supervised Learning Machine into a Policy Gradient Reinforcement Learning Machine
LM101-062: How to Transform a Supervised Learning Machine into a Value Function Reinforcement Learning Machine
LM101-061: What happened at the Reinforcement Learning Tutorial? (RERUN)
LM101-060: How to Monitor Machine Learning Algorithms using Anomaly Detection Machine Learning Algorithms
LM101-059: How to Properly Introduce a Neural Network
LM101-058: How to Identify Hallucinating Learning Machines using Specification Analysis
LM101-057: How to Catch Spammers using Spectral Clustering
LM101-056: How to Build Generative Latent Probabilistic Topic Models for Search Engine and Recommender System Applications
LM101-055: How to Learn Statistical Regularities using MAP and Maximum Likelihood Estimation (Rerun)
LM101-054: How to Build Search Engine and Recommender Systems using Latent Semantic Analysis (RERUN)
LM101-053: How to Enhance Learning Machines with Swarm Intelligence (Particle Swarm Optimization)
LM101-052: How to Use the Kernel Trick to Make Hidden Units Disappear
LM101-051: How to Use Radial Basis Function Perceptron Software for Supervised Learning[Rerun]
LM101-050: How to Use Linear Machine Learning Software to Make Predictions (Linear Regression Software)[RERUN]
LM101-049: How to Experiment with Lunar Lander Software
LM101-048: How to Build a Lunar Lander Autopilot Learning Machine (Rerun)
LM101-047: How Build a Support Vector Machine to Classify Patterns (Rerun)
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