A. Andersson, P. Davidsson, and J. Linden. Model selection using measure functions.
Proc. of the ECML'98 Workshop on Upgrading Learning to the Meta-Level: Model Selection and Data Transformation, pages 54--65, 1998.

The concept of measure functions for generalization performance is suggested. This concept provides an alternative way of selecting and evaluating learned models (classifiers). In addition, it makes it possible to state a learning problem as a computational problem. The the known prior (meta-)knowledge about the problem domain is captured in a measure function that, to each possible combination of a training set and a classifier, assigns a value describing how good the classifier is. The computational problem is then to find a classifier maximizing the measure function. We argue that measure functions are of great value for practical applications. Besides of being a tool for model selection, they: (i) force us to make explicit the relevant prior knowledge about the learning problem at hand, (ii) provide a deeper understanding of existing algorithms, and (iii) help us in the construction of problem-specific algorithms. We illustrate the last point by suggesting a novel algorithm based on incremental search for a classifier that optimizes a given measure function.

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