[R] AIc and BIC in caret...

[akshay kulkarni]

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 using dcn.davis.ca.us>
Sent: Wednesday, April 19, 2023 8:10 PM
To: r-help using r-project.org <r-help using r-project.org>; akshay kulkarni <akshay_e4 using hotmail.com>; R help Mailing list <r-help using 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 using 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
>
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>
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--
Sent from my phone. Please excuse my brevity.

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