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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

Articles Related

Example

• model size <math>k = 0, 1, 2, \dots , P</math>
• polynomial degree
• The lambda of a penalty term for shrinkage, smoothing spline