Re: [R] AIc and BIC in caret...
Dear Tim, THanks a lot THanking you, Yours sincerely, AKSHAY M KULKARNI From: Ebert,Timothy Aaron Sent: Wednesday, April 19, 2023 10:59 PM To: Jeff Newmiller ; r-help@r-project.org ; akshay kulkarni ; R help Mailing list Subject: RE: [R] AIc and BIC in caret... I searched for "caret AIC package r" and found this: https://stats.stackexchange.com/questions/443286/r-interpreting-output-of-carettrain-with-method-glmstepaic My guess (without having used it) is that this uses AIC in a stepwise model building approach. -Original Message- From: R-help On Behalf Of Jeff Newmiller Sent: Wednesday, April 19, 2023 10:41 AM To: r-help@r-project.org; akshay kulkarni ; R help Mailing list Subject: Re: [R] AIc and BIC in caret... [External Email] This is a statistical question, not actually a question about R, and thus not on topic. Using too many variables leads to models that tend to have large errors on new data (not from your fitting sample). [1] [1] https://en.m.wikipedia.org/wiki/Overfitting On April 19, 2023 6:50:44 AM PDT, akshay kulkarni wrote: >Dear members, > I am doing some modelling with caret package in R. I > do suppose that the package doesn't consider AIC and BIC for model selection, > right? They penalise the number of prameters, but I am ready to spend a > little more time and a little more money to run the model with more number of > parameters, but with a very less SSE. > >I know that AIC and BIC are not meant for non parametric ML models, but just >want to confirm > >Thanking you, >Yours sincerely, >AKSHAY M KULKARNI > > [[alternative HTML version deleted]] > >__ >R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see >https://stat.ethz.ch/mailman/listinfo/r-help >PLEASE do read the posting guide http://www.r-project.org/posting-guide.html >and provide commented, minimal, self-contained, reproducible code. -- Sent from my phone. Please excuse my brevity. __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.r-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. [[alternative HTML version deleted]] __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] AIc and BIC in caret...
I searched for "caret AIC package r" and found this: https://stats.stackexchange.com/questions/443286/r-interpreting-output-of-carettrain-with-method-glmstepaic My guess (without having used it) is that this uses AIC in a stepwise model building approach. -Original Message- From: R-help On Behalf Of Jeff Newmiller Sent: Wednesday, April 19, 2023 10:41 AM To: r-help@r-project.org; akshay kulkarni ; R help Mailing list Subject: Re: [R] AIc and BIC in caret... [External Email] This is a statistical question, not actually a question about R, and thus not on topic. Using too many variables leads to models that tend to have large errors on new data (not from your fitting sample). [1] [1] https://en.m.wikipedia.org/wiki/Overfitting On April 19, 2023 6:50:44 AM PDT, akshay kulkarni wrote: >Dear members, > I am doing some modelling with caret package in R. I > do suppose that the package doesn't consider AIC and BIC for model selection, > right? They penalise the number of prameters, but I am ready to spend a > little more time and a little more money to run the model with more number of > parameters, but with a very less SSE. > >I know that AIC and BIC are not meant for non parametric ML models, but just >want to confirm > >Thanking you, >Yours sincerely, >AKSHAY M KULKARNI > > [[alternative HTML version deleted]] > >__ >R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see >https://stat.ethz.ch/mailman/listinfo/r-help >PLEASE do read the posting guide http://www.r-project.org/posting-guide.html >and provide commented, minimal, self-contained, reproducible code. -- Sent from my phone. Please excuse my brevity. __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.r-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] AIc and BIC in caret...
Dear Jeff, Thanks for the rpely. I will definitely have a look at the wiki link. THanking you, Yours sincerely, AKSHAY M KULKARNI From: Jeff Newmiller Sent: Wednesday, April 19, 2023 8:10 PM To: r-help@r-project.org ; akshay kulkarni ; R help Mailing list Subject: Re: [R] AIc and BIC in caret... This is a statistical question, not actually a question about R, and thus not on topic. Using too many variables leads to models that tend to have large errors on new data (not from your fitting sample). [1] [1] https://en.m.wikipedia.org/wiki/Overfitting On April 19, 2023 6:50:44 AM PDT, akshay kulkarni wrote: >Dear members, > I am doing some modelling with caret package in R. I > do suppose that the package doesn't consider AIC and BIC for model selection, > right? They penalise the number of prameters, but I am ready to spend a > little more time and a little more money to run the model with more number of > parameters, but with a very less SSE. > >I know that AIC and BIC are not meant for non parametric ML models, but just >want to confirm > >Thanking you, >Yours sincerely, >AKSHAY M KULKARNI > > [[alternative HTML version deleted]] > >__ >R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see >https://stat.ethz.ch/mailman/listinfo/r-help >PLEASE do read the posting guide http://www.R-project.org/posting-guide.html >and provide commented, minimal, self-contained, reproducible code. -- Sent from my phone. Please excuse my brevity. [[alternative HTML version deleted]] __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] AIc and BIC in caret...
This is a statistical question, not actually a question about R, and thus not on topic. Using too many variables leads to models that tend to have large errors on new data (not from your fitting sample). [1] [1] https://en.m.wikipedia.org/wiki/Overfitting On April 19, 2023 6:50:44 AM PDT, akshay kulkarni wrote: >Dear members, > I am doing some modelling with caret package in R. I > do suppose that the package doesn't consider AIC and BIC for model selection, > right? They penalise the number of prameters, but I am ready to spend a > little more time and a little more money to run the model with more number of > parameters, but with a very less SSE. > >I know that AIC and BIC are not meant for non parametric ML models, but just >want to confirm > >Thanking you, >Yours sincerely, >AKSHAY M KULKARNI > > [[alternative HTML version deleted]] > >__ >R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see >https://stat.ethz.ch/mailman/listinfo/r-help >PLEASE do read the posting guide http://www.R-project.org/posting-guide.html >and provide commented, minimal, self-contained, reproducible code. -- Sent from my phone. Please excuse my brevity. __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] AIc and BIC in caret...
Dear members, I am doing some modelling with caret package in R. I do suppose that the package doesn't consider AIC and BIC for model selection, right? They penalise the number of prameters, but I am ready to spend a little more time and a little more money to run the model with more number of parameters, but with a very less SSE. I know that AIC and BIC are not meant for non parametric ML models, but just want to confirm Thanking you, Yours sincerely, AKSHAY M KULKARNI [[alternative HTML version deleted]] __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
