Approximation of the Two-Part MDL Code Export

@article{citeulike:5695181, abstract = {Approximation of the optimal two-part MDL code for given data, through successive monotonically length-decreasing two-part MDL codes, has the following properties: (i) computation of each step may take arbitrarily long; (ii) we may not know when we reach the optimum, or whether we will reach the optimum at all; (iii) the sequence of models generated may not monotonically improve the goodness of fit; but (iv) the model associated with the optimum has (almost) the best goodness of fit. To express the practically interesting goodness of fit of individual models for individual data sets we have to rely on Kolmogorov complexity.}, archivePrefix = {arXiv}, author = {Adriaans, Pieter and Vitanyi, Paul}, citeulike-article-id = {5695181}, citeulike-linkout-0 = {http://arxiv.org/abs/cs/0612095}, citeulike-linkout-1 = {http://arxiv.org/pdf/cs/0612095}, day = {15}, eprint = {cs/0612095}, keywords = {error\_bounds, information\_theory, kolmogorov\_complexity, learning\_theory, machine\_learning, mdl}, month = {Sep}, posted-at = {2009-08-31 23:09:23}, priority = {2}, title = {Approximation of the Two-Part MDL Code}, url = {http://arxiv.org/abs/cs/0612095}, year = {2008} }

TY - JOUR ID - citeulike:5695181 L3 - citeulike-article-id:5695181 N2 - Approximation of the optimal two-part MDL code for given data, through successive monotonically length-decreasing two-part MDL codes, has the following properties: (i) computation of each step may take arbitrarily long; (ii) we may not know when we reach the optimum, or whether we will reach the optimum at all; (iii) the sequence of models generated may not monotonically improve the goodness of fit; but (iv) the model associated with the optimum has (almost) the best goodness of fit. To express the practically interesting goodness of fit of individual models for individual data sets we have to rely on Kolmogorov complexity. TI - Approximation of the Two-Part MDL Code KW - error_bounds KW - information_theory KW - kolmogorov_complexity KW - learning_theory KW - machine_learning KW - mdl AU - Adriaans, Pieter AU - Vitanyi, Paul PY - 2008/Sep/15/ UR - http://arxiv.org/abs/cs/0612095 ER -