othercriteria comments on Why the tails come apart - LessWrong

114 Post author: Thrasymachus 01 August 2014 10:41PM

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Comment author: othercriteria 31 July 2014 02:40:07PM 0 points [-]

I'm quite confident in predicting that generic models are much more likely to be overfitted than to have too few degrees of freedom.

It's easy to regularize estimation in a model class that's too rich for your data. You can't "unregularize" a model class that's restrictive enough not to contain an adequate approximation to the truth of what you're modeling.