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Deviance is a measure of distance between two probability distributions. In the case of GLMs, (total) deviance is twice the difference in log-likelihood between the full model and the restricted model.

1 vote

Exact definition of Deviance measure in glmnet package, with crossvalidation?

As @vtshen mentions, there must be a standardization of Deviance values in cv.glment. … So, yes, there is a normalization of the deviance relative to the number of observations. …
Tomás Navarro's user avatar