A model class M is a set of possible models, typically parameterized by a vector of param-
eters Θ. What assumptions will we make about the form of the model? When solving a
regression problem using a prediction-rule approach, we might try to find a linear func-
For problem types such as discrimination and classification, there are huge numbers of
model classes that have been considered...we’ll spend much of this course exploring these
model classes, especially neural networks models. We will almost completely restrict our
MIT 6.036
Fall 2021
10
attention to model classes with a fixed, finite number of parameters. Models that relax this
assumption are called “non-parametric” models.
How do we select a model class? In some cases, the machine-learning practitioner will
have a good idea of what an appropriate model class is, and will specify it directly. In other
cases, we may consider several model classes. In such situations, we are solving a model
selection problem: model-selection is to pick a model class M from a (usually finite) set of
possible model classes; model fitting is to pick a particular model in that class, specified by
parameters θ.
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