[R] AIc and BIC in caret...

[Ebert,Timothy Aaron]

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 using r-project.org> On Behalf Of Jeff Newmiller
Sent: Wednesday, April 19, 2023 10:41 AM
To: 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...

[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 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
>
>       [[alternative HTML version deleted]]
>
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--
Sent from my phone. Please excuse my brevity.

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