minimum description length principle

E700157

The minimum description length principle is a formal method in statistics and machine learning that selects the best explanation for data as the one that yields the shortest overall description of both the model and the data it encodes.

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Statements (49)

Predicate Object
instanceOf information-theoretic principle
model selection principle
statistical learning principle
appliedIn classification
clustering
feature selection
hypothesis testing
model selection for graphical models
pattern recognition
regression
time series modeling
assumes data are encoded with an optimal code relative to the model
shorter codes correspond to more probable regularities
basedOn Kolmogorov complexity NERFINISHED
algorithmic information theory NERFINISHED
information theory NERFINISHED
comparedTo Bayesian marginal likelihood NERFINISHED
cross-validation
contrastsWith maximum likelihood principle
coreIdea prefer the model that gives the shortest total description of model and data
trade off model complexity and goodness of fit
criterionType universal coding-based criterion
field machine learning
model selection
statistical inference
statistics
formalizes Occam's razor NERFINISHED
hasVariant normalized maximum likelihood MDL
refined MDL
two-part MDL
implies penalty for model complexity
preference for simpler models that fit data well
introducedBy Jorma Rissanen NERFINISHED
objective achieve good generalization
avoid overfitting
minimize total code length of model and data
relatedTo Akaike information criterion NERFINISHED
Bayesian information criterion NERFINISHED
Bayesian model selection NERFINISHED
minimum message length principle
usedFor choosing model class
choosing model order
regularization design
usesConcept code length
description length
lossless data compression
stochastic complexity
two-part code
universal coding

Referenced by (1)

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Kolmogorov complexity relatedTo minimum description length principle