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Comment by sampo

> 2.5 No free lunch theorem > > Although it may be tempting to define the optimal learning algorithm that works optimally for all distributions, this is impossible. In other words, learning is only possible with assumptions.

A mention of no free lunch theorem should come with a disclaimer that the theorem is not relevant in practice. An assumption that your data originates from the real world, is sufficient that the no free lunch theorem is not a hindrance.

This book doesn't discuss this at all. Maybe mention that "all distributions" means a generalization to higher dimensional spaces of discontinuous functions (including the tiny subset of continuous functions) of something similar to all possible bit sequences generated by tossing a coin. So basically if you data is generated from an even random distribution of "all possibilities", you cannot learn to predict the outcome of the next coin tosses, or similar.

parent sampo 2 years ago

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