Selection

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First, the homework from Lab W.

Today's topic is model selection. What is model selection? To answer this question let's contrast model selection with parameter estimation. Recall that the Optimization Lab fit lines to data. For the Optimization lab we were doing parameter estimation, trying to estimate the parameters m,b, in the formula for a line y = m*x + b. Recall the examples from the Optimization Lab: we fit a line to nearly linear data and another line to nearly parabolic data.