Comment by 5555watch

2 hours ago

Another useful link [0], page 91. Effectively, the more complex the solution, the heavier is the upper bound on true risk. It doesn't mean a simpler model is necessarily better. But the complexity brings its own larger support for mistakes to live in. The _likelihood_ of being _more correct_ is probably related to larger sample required to learn a more complex model.

[0]: https://www.cs.huji.ac.il/~shais/UnderstandingMachineLearnin...