Finding the best trade-off point on a curve
问题 Say I had some data, for which I want to fit a parametrized model over it. My goal is to find the best value for this model parameter. I\'m doing model selection using a AIC/BIC/MDL type of criterion which rewards models with low error but also penalizes models with high complexity (we\'re seeking the simplest yet most convincing explanation for this data so to speak, a la Occam\'s razor). Following the above, this is an example of the sort of things I get for three different criteria (two