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Old 12-30-2013, 08:01 PM
nyc_ds nyc_ds is offline
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Question Chosen #features for CV

On page 152 (4.16b) E_cv is minimized at #features = 5 and 7. You say "the cross validation error is minimized between 5--7 feature dimensions; we take 6 feature dimensions..."

Why 6 and not 5, especially given the discussion about Occam's Razor that follows? 5 features would have same E_in, lower E_cv (and lower E_out but which you could not know in reality) and would be the simpler model. I know that it would make little practical difference but as a general principle shouldn't Occam's razor be favored?
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