[R] AIc and BIC in caret...

Jeff Newmiller jdnewm|| @end|ng |rom dcn@d@v|@@c@@u@
Wed Apr 19 16:40:42 CEST 2023

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

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