About
A tuning parameter is parameter used in statistics algorithm in order to control their behaviour. The algorithm creates normally for each value of the tuning parameter a different model.
Then it must be wisely chosen in order to get the best model. See Statistics - Model Selection
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Example
- model size <math>k = 0, 1, 2, \dots , P</math>
- The lambda of a penalty term for shrinkage, smoothing spline