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Note that other implements of AIC are not guaranteed to give the actual AIC value, only an approximation that is missing a constant. I am not sure if that is because of the loglikelihood function or bc of the AIC function.
The text was updated successfully, but these errors were encountered:
Yes, this is a great metric. We should specify an argument that indicates the distribution type. Also, we should try to make it so that our implementation matches stats::AIC. So we might need to figure out what that constant is.
I propose that the AIC and BIC functions are implemented. This would be easy to do on top of the logloss that already exists.
https://en.wikipedia.org/wiki/Akaike_information_criterion
https://en.wikipedia.org/wiki/Bayesian_information_criterion
Note that other implements of AIC are not guaranteed to give the actual AIC value, only an approximation that is missing a constant. I am not sure if that is because of the loglikelihood function or bc of the AIC function.
The text was updated successfully, but these errors were encountered: