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 <akshay_e4 at hotmail.com> 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 at 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.
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 <jdnewmil at dcn.davis.ca.us>
Sent: Wednesday, April 19, 2023 8:10 PM
To: r-help at r-project.org <r-help at r-project.org>; akshay kulkarni
<akshay_e4 at hotmail.com>; R help Mailing list <r-help at
r-project.org>
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 <akshay_e4 at
hotmail.com> 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 at 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]]
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 <r-help-bounces at r-project.org> On Behalf Of Jeff Newmiller Sent: Wednesday, April 19, 2023 10:41 AM To: r-help at r-project.org; akshay kulkarni <akshay_e4 at hotmail.com>; R help Mailing list <r-help at r-project.org> 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 <akshay_e4 at hotmail.com> 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 at 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 at 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.