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fluidcruftyesterday at 12:54 PM1 replyview on HN

What the post is describing is just ANOVA. If removing a category improves the overall fit then fitting the two terms independently has the same optimal solution (with the two independent terms found to be identical). MSE never increases when adding a category.

This is why you have to reach to things that penalize adding parameters to models when running model comparisons.


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kqryesterday at 2:15 PM

No, the post is doing cross-validation to test predictive power directly. The error will not decompose as neatly then.

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