• Ch 4.8: Choosing Between Models
  1. Start with the most flexible (yet least interpretable) model
  2. Investigate simpler models
  3. Check the peformances of these models and use the simplest one from the best performing ones.
• Reading paper right now: "Practical Bayesian Optimization of Machine Learning Algorighms"
  • Bayseian technique to optimize the tuning parameters of the statistical model.
  • Need to read: Gaussian processes for machine learning.