Diferencia entre AIC y BIC

: 24 de enero de 2022

Al resolver un estudio de caso, un investigador se encuentra con muchos predictores, posibilidades e interacciones. Eso hace que sea complejo seleccionar un modelo. Con la ayuda de diferentes criterios para la selección del modelo, pueden resolver esos problemas y estimar la precisión.

El AIC y el BIC son los dos procesos de criterios para evaluar un modelo. Consisten en determinantes selectivos para la agregación de las variables consideradas. En 2002, Burnham y Anderson hicieron un estudio de investigación sobre ambos criterios.

AIC vs BIC

La principal diferencia entre AIC y BIC es que su selección del modelo. Se especifican para usos particulares y pueden dar resultados distintivos. AIC tiene dimensiones infinitas y relativamente altas.

AIC da como resultado rasgos complejos, mientras que BIC tiene dimensiones más finitas y atributos consistentes. El primero es mejor para los hallazgos negativos, y el segundo se usa para positivo.

Tabla de comparación entre AIC y BIC

Parámetros de comparación AIC Criterios. Definición Una evaluación de un intervalo continuo y correspondiente entre la probabilidad indeterminada, precisa y justificada de los hechos, se denomina Criterios de información de Akaike o AIC. Bajo una estructura bayesiana particular, Una evaluación precisa del propósito de la posibilidad que sigue al modelo se denomina Criterios de información bayesiana o BIC. Fórmula Para calcular el criterio de información de Akaike, la fórmula es: AIC = 2k – 2ln ( L <5: BIC = k ln ( n ) 2ln – ( L ^ <TAG1, BIC es elegido en el modelo. Dimensión La dimensión de AIC es infinita y relativamente alta. La dimensión de BIC es finita y es más baja que la de AIC. Término de penalización Los términos de penalización son más pequeños aquí. Los términos de penalización son más grandes aquí. Probabilidad Para seleccionar el modelo verdadero en AIC, la probabilidad debe ser menor que 1.Para seleccionar el modelo verdadero en BIC, la probabilidad debe ser exactamente de 1. Resultados Aquí, los resultados son impredecibles y complicados que BIC. Aquí, los resultados son consistentes y más fáciles que AIC. Suposiciones Con la ayuda de suposiciones, AIC puede calcular la cobertura más óptima. Con la ayuda de suposiciones, BIC puede calcular una cobertura menos óptima que la de AIC. Riesgos El riesgo se minimiza con AIC, ya que n es mucho mayor que k2.El riesgo se maximiza con BIC, ya que n es finito.

¿Qué es AIC?

El modelo fue anunciado por primera vez por el estadístico ‘ Hirotugu Akaike ’ en el año 1971. Y el primer artículo formal fue publicado por Akaike en 1974 y recibió más de 14,000 citas.

Criterios de información de Akaike ( AIC ) es una evaluación de un continuo además del intervalo correspondiente entre la probabilidad indeterminada, precisa y justificada de los hechos. Es el propósito de probabilidad integrado del modelo. De modo que un AIC más bajo significa que se estima que un modelo es más parecido a la precisión. Para conclusiones falsas negativas, es útil.

Para alcanzar un modelo verdadero se requiere una probabilidad de menos de 1. La dimensión de AIC es infinita y relativamente alta en número. Debido a lo cual proporciona resultados impredecibles y complicados. Sirve la cobertura más óptima de los supuestos. Sus términos de penalización son más pequeños. Muchos investigadores creen que se beneficia con los riesgos mínimos mientras presumen. Porque aquí, n es mayor que k2.

El cálculo de AIC se realiza con la siguiente fórmula:

¿Qué es BIC?

Criterios de información bayesiana ( BIC ) es una evaluación del propósito de la posibilidad, seguir el modelo es preciso, bajo una estructura bayesiana particular. Entonces, un BIC más bajo significa que se reconoce que un modelo se anticipa aún más como el modelo preciso.

La teoría fue desarrollada y publicada por Gideon E. Schwarz en el año 1978. Además, se conoce como Criterio de información de Schwarz, en breve SIC, SBIC o SBC. Para alcanzar un modelo verdadero, requiere una probabilidad exactamente 1. Para resultados falsos positivos, es útil.

Los términos de penalización son sustanciales. Su dimensión es finita y da resultados consistentes y fáciles. Los científicos dicen que su cobertura óptima es menor que la AIC para los supuestos. Eso incluso secuencias en la máxima toma de riesgos. Porque aquí, n es definible.

El cálculo de BIC se realiza con la siguiente fórmula:

El criterio de puente ‘ ’ o BC, fue desarrollado por Jie Ding, Vahid Tarokh y Yuhong Yang. La publicación del criterio fue el 20 de junio de 2017 en IEEE Transactions on Information Theory. Su motivo era cerrar la brecha fundamental entre los módulos AIC y BIC.

Diferencias principales entre AIC y BIC

  1. AIC se usa en la selección de modelos para resultados falsos negativos, mientras que BIC es para falsos positivos.
  2. El primero tiene una dimensión infinita y relativamente alta. Por el contrario, este último tiene finito.
  3. El término de penalización para el primero es menor. Mientras que el segundo es sustancial.
  4. Los criterios de información de Akaike tienen resultados complicados e impredecibles. Por el contrario, el criterio de información bayesiano tiene resultados fáciles con consistencia.
  5. AIC proporciona supuestos optimistas. Mientras que BIC cubre supuestos menos óptimos.
  6. El riesgo se minimiza en AIC y es máximo en BIC.
  7. La teoría de Akaike requiere la probabilidad de menos de 1, y Bayesian necesita exactamente 1 para alcanzar el modelo verdadero.

Síntesis

AIC y BIC son casi precisos dependiendo de sus diversos objetivos y una colección distinta de especulaciones asintóticas. Ambos grupos de presunciones han sido desaprobadas como inviables. El dinamismo para cada alfa distribuido está aumentando en ‘ n . ’ Por lo tanto, el modelo AIC generalmente tiene la posibilidad de preferir un modelo igualmente alto, a pesar de n . BIC tiene una incertidumbre demasiado limitada de recolectar un modelo demasiado significativo si n es adecuado. Aunque, tiene una posibilidad masiva que AIC, para todos los presentados n , de preferir además de un modelo corto.

Reconocer la variación dentro de su realización operativa es más común si se reconoce el hecho leve de analizar dos modelos correlacionados. El método más confiable para aplicarlos a ambos es simultáneamente en la gama de modelos. Para veredictos falsos negativos, AIC es más beneficioso. Por el contrario, BIC es mejor para falsos positivos. Últimamente, se formó el Criterio de puente ‘ ’, para unir el bloque significativo entre los módulos AIC y BIC. El anterior se usa para decisiones negativas y el siguiente para el positivo.

  1. https://psycnet.apa.org/record/2012-03019-001
  2. https://journals.sagepub.com/doi/abs/10.1177/0049124103262065
  3. https://journals.sagepub.com/doi/abs/10.1177/0049124104268644
  4. https://www.sciencedirect.com/science/article/pii/S0165783605002870

Este artículo ha sido escrito por: Supriya Kandekar

Contenido

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  144. Today, I went to the beach front with my children. I found a sea shell and gave it to my 4 year old daughter and said «You can hear the ocean if you put this to your ear.» She put the shell to her ear and screamed. There was a hermit crab inside and it pinched her ear. She never wants to go back! LoL I know this is entirely off topic but I had to tell someone!

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  161. Hi! This is kind of off topic but I need some advice from an established blog. Is it tough to set up your own blog? I’m not very techincal but I can figure things out pretty quick. I’m thinking about making my own but I’m not sure where to start. Do you have any ideas or suggestions? Appreciate it

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