Cargando…
Improving the Performance and Stability of TIC and ICE
Takeuchi’s Information Criterion (TIC) was introduced as a generalization of Akaike’s Information Criterion (AIC) in 1976. Though TIC avoids many of AIC’s strict requirements and assumptions, it is only rarely used. One of the reasons for this is that the trace term introduced in TIC is numerically...
Autor principal: | |
---|---|
Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
MDPI
2023
|
Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10048287/ https://www.ncbi.nlm.nih.gov/pubmed/36981400 http://dx.doi.org/10.3390/e25030512 |
_version_ | 1785014145837432832 |
---|---|
author | Ward, Tyler |
author_facet | Ward, Tyler |
author_sort | Ward, Tyler |
collection | PubMed |
description | Takeuchi’s Information Criterion (TIC) was introduced as a generalization of Akaike’s Information Criterion (AIC) in 1976. Though TIC avoids many of AIC’s strict requirements and assumptions, it is only rarely used. One of the reasons for this is that the trace term introduced in TIC is numerically unstable and computationally expensive to compute. An extension of TIC called ICE was published in 2021, which allows this trace term to be used for model fitting (where it was primarily compared to L2 regularization) instead of just model selection. That paper also examined numerically stable and computationally efficient approximations that could be applied to TIC or ICE, but these approximations were only examined on small synthetic models. This paper applies and extends these approximations to larger models on real datasets for both TIC and ICE. This work shows the practical models may use TIC and ICE in a numerically stable way to achieve superior results at a reasonable computational cost. |
format | Online Article Text |
id | pubmed-10048287 |
institution | National Center for Biotechnology Information |
language | English |
publishDate | 2023 |
publisher | MDPI |
record_format | MEDLINE/PubMed |
spelling | pubmed-100482872023-03-29 Improving the Performance and Stability of TIC and ICE Ward, Tyler Entropy (Basel) Article Takeuchi’s Information Criterion (TIC) was introduced as a generalization of Akaike’s Information Criterion (AIC) in 1976. Though TIC avoids many of AIC’s strict requirements and assumptions, it is only rarely used. One of the reasons for this is that the trace term introduced in TIC is numerically unstable and computationally expensive to compute. An extension of TIC called ICE was published in 2021, which allows this trace term to be used for model fitting (where it was primarily compared to L2 regularization) instead of just model selection. That paper also examined numerically stable and computationally efficient approximations that could be applied to TIC or ICE, but these approximations were only examined on small synthetic models. This paper applies and extends these approximations to larger models on real datasets for both TIC and ICE. This work shows the practical models may use TIC and ICE in a numerically stable way to achieve superior results at a reasonable computational cost. MDPI 2023-03-16 /pmc/articles/PMC10048287/ /pubmed/36981400 http://dx.doi.org/10.3390/e25030512 Text en © 2023 by the author. https://creativecommons.org/licenses/by/4.0/Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (https://creativecommons.org/licenses/by/4.0/). |
spellingShingle | Article Ward, Tyler Improving the Performance and Stability of TIC and ICE |
title | Improving the Performance and Stability of TIC and ICE |
title_full | Improving the Performance and Stability of TIC and ICE |
title_fullStr | Improving the Performance and Stability of TIC and ICE |
title_full_unstemmed | Improving the Performance and Stability of TIC and ICE |
title_short | Improving the Performance and Stability of TIC and ICE |
title_sort | improving the performance and stability of tic and ice |
topic | Article |
url | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10048287/ https://www.ncbi.nlm.nih.gov/pubmed/36981400 http://dx.doi.org/10.3390/e25030512 |
work_keys_str_mv | AT wardtyler improvingtheperformanceandstabilityofticandice |