model selection Synonym

Synonyme model selection

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Model selection is the process of choosing, from a set of candidate statistical or machine learning models, the one that best balances goodness of fit with complexity and generalization ability. It typically involves comparing models using quantitative criteria such as AIC, BIC, cross-validation error, or likelihood-based scores. In practice, model selection helps avoid overfitting and underfitting by penalizing unnecessary parameters while still capturing essential patterns in the data. It is a central step in building predictive and inferential models in fields like econometrics, biostatistics, and modern machine learning.

Category: Statistics


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