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Everything about Minimum description length

Model selection principle

Minimum description length (MDL) is a model selection principle where the shortest description of the data is judged to be the best model. MDL methods learn through a data compression perspective and are sometimes described as mathematical applications of Occam's razor. The MDL principle can be extended to other forms of inductive inference and learning, for example to estimation and sequential prediction, without explicitly identifying a single model of the data. Wikipedia →

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  1. Read the overview: Minimum description lengthA 5-minute orientation
  2. Skim a recent paper: A Short Review on Minimum Description Length: An Application to Dimension Reduction in PCAInfluential work since 2022
  3. Pick up a classic book: The minimum description length principleThe most-reprinted book on the subject
  4. Read the landmark paper: The minimum description length principle in coding and modelingCited 715 times
  5. Go sideways: Minimum message lengthA closely related topic
  6. Go sideways: Solomonoff's theory of inductive inferenceA closely related topic

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