A Short Introduction to Model Selection, Kolmogorov Complexity and Minimum Description Length (MDL)

Volker Nannen

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arXiv · 1005.2364

A Short Introduction to Model Selection, Kolmogorov Complexity and Minimum Description Length (MDL)

Volker Nannen

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Abstract

The concept of overfitting in model selection is explained and demonstrated with an example. After providing some background information on information theory and Kolmogorov complexity, we provide a short explanation of Minimum Description Length and error minimization. We conclude with a discussion of the typical features of overfitting in model selection.

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Volker Nannen. 2010-05-14. A Short Introduction to Model Selection, Kolmogorov Complexity and Minimum Description Length (MDL). https://arxiv.org/abs/1005.2364

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