[R] AIc and BIC in caret...
tebert @end|ng |rom u||@edu
Wed Apr 19 19:29:21 CEST 2023
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.
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...
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). 
On April 19, 2023 6:50:44 AM PDT, akshay kulkarni <akshay_e4 using hotmail.com> wrote:
> 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....
>AKSHAY M KULKARNI
> [[alternative HTML version deleted]]
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Sent from my phone. Please excuse my brevity.
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