News for hackers. Stuff that matters.
Re:One parameter is always enough [pdf] by shmageggy on Saturday May 26, 2018 @12:12PM (#17162781)
Seems related to recent results about compression and generalization in neural networks (https://arxiv.org/abs/1804.05862). Also to Bayesian Occam's razor arguments about univeral priors etc. All of these seem to be converging on the same point about how information content of a representation relates to generalization. Glad this paper points out that measures like BIC ignore information, instead substituting a weak heuristic such as number of parameters.
Re:One parameter is always enough [pdf] by AstralStorm on Saturday May 26, 2018 @12:46PM (#17162949)
No they don't. Only because some people ignore the function which is the second parameter is where it fails.

Isn't the likelihood function of given fit with any parameter theta with this silly function almost always 0, making it wrong to use either AIC or BIC?

Re:One parameter is always enough [pdf] by shmageggy on Saturday May 26, 2018 @03:58PM (#17163965)
Ok, assume Gaussian noise with a fixed variance, hence 0 additional parameters.
Re:One parameter is always enough [pdf] by AstralStorm on Monday May 28, 2018 @03:16AM (#17171019)
AWGN would not help with fit probabilities, you get an additional constant term in log likelihood L. You still get to at least evaluate the log likelihood function or show that AWGN dominates the other term.
Re:One parameter is always enough [pdf] by shmageggy on Wednesday May 30, 2018 @02:09PM (#17190048)
With the proposed method, you can fit arbitrarily closely to the data, so you can get your likelihood as good as you like, still using a single parameter. So you get good k(=1) and good likelihood, thus good AIC. The likelihood does not need to dominate the other term, it just has to be as good as the likelihood of the model you are comparing to.