A Python package implementing informational complexity (ICOMP) criteria for regression models
Ref: Bozdogan and Haughton, Informational complexity criteria for regression models
For a new information criterion that utilizes quantified uncertainty to penalize overfitting models, please refer to Thanasutives, P., Morita, T., Numao, M., & Fukui, K. (2024). Adaptive Uncertainty-Penalized Model Selection for Data-Driven PDE Discovery. In IEEE Access (Vol. 12, pp. 13165–13182).