What is the main goal of model selection?

Practice Questions

Q1
What is the main goal of model selection?
  1. To find the most complex model
  2. To choose the model with the highest accuracy on the training set
  3. To identify the model that generalizes best to unseen data
  4. To minimize the number of features used

Questions & Step-by-Step Solutions

What is the main goal of model selection?
  • Step 1: Understand that model selection is about choosing a mathematical model to make predictions.
  • Step 2: Recognize that we want this model to perform well not just on the data we have, but also on new, unseen data.
  • Step 3: Realize that a good model should capture the underlying patterns in the data without being too complex or too simple.
  • Step 4: Learn that the main goal is to find the model that balances accuracy and simplicity, ensuring it generalizes well.
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