Ludi Rehak
Aug 9, 2017 · 1 min read

Nice review of model selection.

With k predictors, M1 creates k models, M2 creates k-1 models, etc. Summing M1 through Mk gives k+(k-1) + … 1 = (k+1)k/2. It’s O(k²), not k².

In Fernando’s case, k = 5, so he will create 15 different models. Even less if he has a stopping criterion.

    Ludi Rehak

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    Backend software engineer at Continental-ITS && Deep Learning enthusiast.