Model selection in ensemble Connection to coding The cost function can be derived within MDL framework. The intuitive idea behind MDL is that in order to be able to encode data compactly one has to find a good model for it. The optimal code length of x is bits, and therefore coding has a close connection to the probabilistic framework.
Some people prefer to think in terms of coding lengths, some in term of probabilities.
In coding, the sender and the receiver have to agree on the structure of the message in advance. This corresponds to having to state one's priors in the Bayesian framework. We first encode y with accuracy dy . This part of the message takes bits. Then we encode x with accuracy dx using the value y .