Comment by 5555watch
1 hour 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...
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