赤池資訊量準則
閱讀設定
赤池資訊量準則(英文:Akaike information criterion,AIC)係基於資訊理論嘅一條用嚟評估統計模型嘅準則。
根據赤池資訊量準則,評估一個統計模型嗰陣,應該要令以下嘅數值有咁細得咁細[1]:
當中 係估計咗嘅參數嘅數量, 係個模型嘅概似函數得到嘅最大數值。
攷
[編輯]- ↑ Taddy, Matt (2019). Business Data Science: Combining Machine Learning and Economics to Optimize, Automate, and Accelerate Business Decisions. New York: McGraw-Hill. p. 90.