The Model Complexity Myth

Data Skeptic

• Episode: The Model Complexity Myth
• Website: Data Skeptic
• Feed URL: https://dataskeptic.com/api/blog/rss
• Published: 2015-09-11 02:00

There's an old adage which says you cannot fit a model which has more parameters than you have data. While this is often the case, it's not a universal truth. Today's guest Jake VanderPlas explains this topic in detail and provides some excellent examples of when it holds and doesn't. Some excellent visuals articulating the points can be found on Jake's blog Pythonic Perambulations, specifically on his post The Model Complexity Myth<