Yuling Yao personal blog

Bayes is guaranteed to overfit

The myth A few years ago I saw a StackOverflow question (but I cannot find it now): allegedly Andrew Gelman blogged that Bayesian models would not overfit and would only underfit (I also cannot find Andrew’s blog post now but I think what he meant by “Bayesian models only underfits” is that you can never fully model…
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Math & AlgorithmsAI & Machine Learning2023

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May 28, 2023Bayes is guaranteed to overfit by Ambolia15746

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