2 ms·
Nothing in your reply gets at the connection to out of sample data?
by jmalicki 19d ago
Nothing in your reply gets at the connection to out of sample data?
- hodgehog11 19d agoI don't understand what you mean. Test error is literally out of sample error. Marginal likelihood is designed to estimate out of sample error. The whole discussion is about out of sample; nothing has been about in-sample error. The in-sample error for my examples are all trivially zero, so only out of sample error is worth discussing.