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Regularized Information Loss forĀ Improved Model Selection

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Intelligent Communication Technologies and Virtual Mobile Networks (ICICV 2023)

Abstract

Information criteria are used in many applications including statistical model selection and intelligent systems. The traditional information criteria such as the Akaike information criterion (AIC) do not always provide an adequate penalty on the number of model covariates. To address this issue, we propose a novel method for evaluating statistical models based on information criterion. The proposed method, called regularized information criterion (RIL), modifies the penalty term in AIC to reduce model overfitting. The results of numerical experiments show that RIL provides a better reflection of model predictive error than AIC. Thus, RIL can be a useful tool in model selection.

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Correspondence to Firuz Kamalov .

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Kamalov, F., Moussa, S., Reyes, J.A. (2023). Regularized Information Loss forĀ Improved Model Selection. In: Rajakumar, G., Du, KL., Rocha, Ɓ. (eds) Intelligent Communication Technologies and Virtual Mobile Networks. ICICV 2023. Lecture Notes on Data Engineering and Communications Technologies, vol 171. Springer, Singapore. https://doi.org/10.1007/978-981-99-1767-9_58

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  • DOI: https://doi.org/10.1007/978-981-99-1767-9_58

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  • Publisher Name: Springer, Singapore

  • Print ISBN: 978-981-99-1766-2

  • Online ISBN: 978-981-99-1767-9

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