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Hi. Yes, I see- I misunderstood this. My apologies for the hasty reading of your post.

But, in that case, there does exist a very good generalisation prior on function space that is well known and well understood: the simplest hypothesis (e.g. the one with the smallest minumum description length) is always better (because it results in a reduction of the hypothesis search space with a corresponding reduction to the size of the error on unseen data while keeping the number of examples constant).

See:

Occam's Razor (Blumer and friends):

https://www.sciencedirect.com/science/article/pii/0020019087...

Quoting from the abstract:

We show that a polynomial learning algorithm, as defined by ["A theory of the learnable", Valiant 1984], is obtained whenever there exists a polynomial-time method of producing, for any sequence of observations, a nearly minimum hypothesis that is consistent with these observations.

Would that begin to address your concerns?




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