# Model Selection across Distributions

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## Model Selection across Distributions

 Hi all, I´d have a question regarding model selection with different distributions. When we want to decide the partition that best describes the data for a given distribution we go with that that gives the smallest entropy. However say we want to compare 2 different distributions d1 and d2 and the best fit for d1 gives an entropy value of e1 and for d2 e2 respectively. If e1 < e2, can we say that d1 describes better our data than d2? Best Regards, Enrique Castaneda -- Sent from: https://nabble.skewed.de/_______________________________________________ graph-tool mailing list [hidden email] https://lists.skewed.de/mailman/listinfo/graph-tool
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## Re: Model Selection across Distributions

 Administrator Am 30.11.20 um 10:29 schrieb kicasta: > Hi all, > > I´d have a question regarding model selection with different distributions. > When we want to decide the partition that best describes the data for a > given distribution we go with that that gives the smallest entropy. However > say we want to compare 2 different distributions d1 and d2 and the best fit > for d1 gives an entropy value of e1 and for d2 e2 respectively. If e1 < e2, > can we say that d1 describes better our data than d2? Could you be more specific about to which "distributions" you are referring? Are you talking about edge covariates? If so, model selection is explained here: https://graph-tool.skewed.de/static/doc/demos/inference/inference.html#id28In this case, the entropy* itself is not enough, you have to consider also the derivative terms, as is explained in the above. (The term "entropy" is actually misleading in this context, since the value refers to a log-density rather than a log-probability.) Best, Tiago -- Tiago de Paula Peixoto <[hidden email]> _______________________________________________ graph-tool mailing list [hidden email] https://lists.skewed.de/mailman/listinfo/graph-tool OpenPGP_0x612DEFB798507F25.asc (40K) Download Attachment OpenPGP_signature (849 bytes) Download Attachment -- Tiago de Paula Peixoto