Bayes is guaranteed to overfit, for any model, any prior, and every data point

Re:Bayes is guaranteed to overfit, for any model, any prior,... by vervez on Sunday May 28, 2023 @01:08PM (#36105844)

Here's a good recent paper that looks at this problem and provides remedies in a Bayesian manner. https://arxiv.org/abs/2202.11678

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Re:Bayes is guaranteed to overfit, for any model, any prior,... by tesdinger on Sunday May 28, 2023 @07:05PM (#36108671)

Quote

|How do we compare between hypotheses that are entirely consistent with observations?

|... Occam's razor

The answer is, build an experiment that makes it obvious. According to Occam's Razor, the Sun was burning coal, before we found out, it doesnt.

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Re:Bayes is guaranteed to overfit, for any model, any prior,... by vervez on Monday May 29, 2023 @11:33AM (#36114922)

Their paper is more for the case of "we can't gather more data, so what to do?" but your solution is in line with optimal experimental design and choosing a utility function to distinguish between models using as little data as possible.

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