why for neural networks it is advised to set a test dataset apart to check if it overfitted while for statistical models fitted through mcmc this is never done? if a model has too many parameters shouldn't it overfit with both methods?
Asked
Active
Viewed 60 times
0
-
1I presume what you mean by "MCMC methods" are Bayesian methods, in which case the "guard" against overfitting stems from the prior, not from the MCMC sampling. – Durden Mar 17 '23 at 15:55
-
@Durden but no one ever set apart a test dataset for models fitted with monte carlo samplers, why? – Alucard Mar 17 '23 at 18:12