I'm conducting an experiment in which I want to compare the performances of 2 models. Both trained using the same algorithm (Logistic regression).
I split the data (n=10000$n=10000$) I have into 3 parts, train1train1
(n1=5000$n_1=5000$) and train2 train2
(n2=3000$n_2=3000$) and test test
(n3=2000$n_3=2000$).
I explicitly made sure no observation from both training sets falls into the testing set.
I built 2 models m1$m_1$ using train1train1
and m2$m_2$ using train2train2
. And tested them on the testing set.
I repeated this 100 times. I always find that the model with larger training observations has the highest AIC which is somehow counter-intuitive for me.
Any explication to why this might occur? Does training size affect the AIC?