Akaike information criterion

Akaike information criterion

Jesse Russell Ronald Cohn

     

бумажная книга



ISBN: 978-5-5108-4547-1

High Quality Content by WIKIPEDIA articles! The Akaike information criterion is a measure of the relative goodness of fit of a statistical model. It was developed by Hirotsugu Akaike, under the name of "an information criterion" (AIC), and was first published by Akaike in 1974. It is grounded in the concept of information entropy, in effect offering a relative measure of the information lost when a given model is used to describe reality. It can be said to describe the tradeoff between bias and variance in model construction, or loosely speaking between accuracy and complexity of the model.