minimum description length principle

E700157

The minimum description length principle is a formal method in statistics and machine learning that selects the best explanation for data as the one that yields the shortest overall description of both the model and the data it encodes.

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Statements (49)

Predicate Object
instanceOf information-theoretic principle
model selection principle
statistical learning principle
appliedIn classification
clustering
feature selection
hypothesis testing
model selection for graphical models
pattern recognition
regression
time series modeling
assumes data are encoded with an optimal code relative to the model
shorter codes correspond to more probable regularities
basedOn Kolmogorov complexity
algorithmic information theory
information theory
comparedTo Bayesian marginal likelihood
linked to: Bayes factor

cross-validation
contrastsWith maximum likelihood principle
coreIdea prefer the model that gives the shortest total description of model and data
trade off model complexity and goodness of fit
criterionType universal coding-based criterion
field machine learning
model selection
statistical inference
statistics
formalizes Occam's razor
hasVariant normalized maximum likelihood MDL
refined MDL
two-part MDL
implies penalty for model complexity
preference for simpler models that fit data well
introducedBy Jorma Rissanen
objective achieve good generalization
avoid overfitting
minimize total code length of model and data
relatedTo Akaike information criterion
Bayesian information criterion
Bayesian model selection
minimum message length principle
usedFor choosing model class
choosing model order
regularization design
usesConcept code length
description length
lossless data compression
stochastic complexity
two-part code
universal coding

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Referenced by (5)

Full triples — surface form annotated when it differs from this entity's canonical label.

Kolmogorov complexity relatedTo minimum description length principle
Jorma Rissanen knownFor Minimum Description Length principle
linked to: minimum description length principle
Jorma Rissanen notableConcept Minimum Description Length
linked to: minimum description length principle
Solomonoff induction relatedTo Minimum Description Length principle
linked to: minimum description length principle
algorithmic information theory fieldOfStudy minimum description length principle