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chief167 t1_j9ku5mq wrote

I don't think it implies that all datasets are equally likely. I think it only implies that given all possible datasets, there is no best approach to modelling them. All possible != All are equally likely

But I don't have my book with me, and I do t trust the internet since it seems to lead to random blogposts instead of the original paper (Wikipedia gave a 404 in the footnotes)

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activatedgeek t1_j9lnhvv wrote

See Theorem 2 (Page 34) of The Supervised Learning No-Free-Lunch Theorems.

It conditions "uniformly" averaged over all "f" the input-output mapping, i.e. the function that generates the dataset (this is a noise-free case). It also provides "uniformly averaged over all P(f)", a distribution over the data-generating functions.

So while you could still have different data-generating distributions P(f), the result is defined over all such distributions uniformly averaged.

The NFL is sort of a worst-case result, and I think it pretty meaningless and inconsequential for the real world.

Let me know if I have misinterpreted this!

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