I wonder if there is any theory or work about the "similarity" of two regression models. For example, if it is linear regression, the "similarity" could be defined by the l-2 distance between the coefficients vectors of the two models. Let's assume they are in the same hypothesis space (parameter space) and is fitted with the same dataset.
closed as unclear what you're asking by gung♦ Apr 30 at 15:30
Please clarify your specific problem or add additional details to highlight exactly what you need. As it's currently written, it’s hard to tell exactly what you're asking. See the How to Ask page for help clarifying this question. If this question can be reworded to fit the rules in the help center, please edit the question.