Alternative Definitions of Complexity for Practical Applications of Model Selection Criteria

Defining and quantifying complexity is one of the major challenges of modern science and contemporary societies. This task is particularly critical for model selection, which is aimed at properly identifying the most adequate equations to interpret the available data. The traditional solution of equ...

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Main Authors: Murari Andrea, Riccardo Rossi, Teddy Craciunescu
Format: Article
Language:English
Published: Wiley 2021-01-01
Series:Complexity
Online Access:http://dx.doi.org/10.1155/2021/8887171
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author Murari Andrea
Riccardo Rossi
Teddy Craciunescu
author_facet Murari Andrea
Riccardo Rossi
Teddy Craciunescu
author_sort Murari Andrea
collection DOAJ
description Defining and quantifying complexity is one of the major challenges of modern science and contemporary societies. This task is particularly critical for model selection, which is aimed at properly identifying the most adequate equations to interpret the available data. The traditional solution of equating the complexity of the models to the number of their parameters is clearly unsatisfactory. Three alternative approaches are proposed in this work. The first one estimates the flexibility of the proposed models to quantify their potential to overfit. The second interprets complexity as lack of stability and is implemented by computing the variations in the predictions due to uncertainties in their parameters. The third alternative is focused on assessing the consistency of extrapolation of the candidate models. All the upgrades are easy to implement and typically outperform the traditional versions of model selection criteria and constitute a good set of alternatives to be deployed, depending on the priorities of the investigators and the characteristics of the application.
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spelling doaj-art-1bcb2024796e423b9c083749a3448a0f2025-02-03T06:06:26ZengWileyComplexity1099-05262021-01-01202110.1155/2021/8887171Alternative Definitions of Complexity for Practical Applications of Model Selection CriteriaMurari Andrea0Riccardo Rossi1Teddy Craciunescu2Consorzio RFXDepartment of Industrial EngineeringNational Institute for Laser, Plasma and Radiation PhysicsDefining and quantifying complexity is one of the major challenges of modern science and contemporary societies. This task is particularly critical for model selection, which is aimed at properly identifying the most adequate equations to interpret the available data. The traditional solution of equating the complexity of the models to the number of their parameters is clearly unsatisfactory. Three alternative approaches are proposed in this work. The first one estimates the flexibility of the proposed models to quantify their potential to overfit. The second interprets complexity as lack of stability and is implemented by computing the variations in the predictions due to uncertainties in their parameters. The third alternative is focused on assessing the consistency of extrapolation of the candidate models. All the upgrades are easy to implement and typically outperform the traditional versions of model selection criteria and constitute a good set of alternatives to be deployed, depending on the priorities of the investigators and the characteristics of the application.http://dx.doi.org/10.1155/2021/8887171
spellingShingle Murari Andrea
Riccardo Rossi
Teddy Craciunescu
Alternative Definitions of Complexity for Practical Applications of Model Selection Criteria
Complexity
title Alternative Definitions of Complexity for Practical Applications of Model Selection Criteria
title_full Alternative Definitions of Complexity for Practical Applications of Model Selection Criteria
title_fullStr Alternative Definitions of Complexity for Practical Applications of Model Selection Criteria
title_full_unstemmed Alternative Definitions of Complexity for Practical Applications of Model Selection Criteria
title_short Alternative Definitions of Complexity for Practical Applications of Model Selection Criteria
title_sort alternative definitions of complexity for practical applications of model selection criteria
url http://dx.doi.org/10.1155/2021/8887171
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