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About On choosing “optimal” shape parameters for RBF approximation
AbstractMany radial basis function (RBF) methods contain a free shape parameter that plays an important role for the accuracy of the method. In most papers the authors end up choosing this shape parameter by trial and error or some other ad hoc means. The method of cross validation has long been used in the statistics literature, and the special case of leave-one-out cross validation forms the basis of the algorithm for choosing an optimal value of the shape parameter proposed by Rippa in the setting of scattered data interpolation with RBFs. We discuss extensions of this approach that can be applied in the setting of iterated approximate moving least squares approximation of function value data and for RBF pseudo-spectral methods for the solution of partial differential equations. The former method can be viewed as an efficient alternative to ridge regression or smoothing spline approximation, while the latter forms an extension of the classical polynomial pseudo-spectral approach. Numerical experiments illustrating the use of our algorithms are included.Keywords Radial basis functions - Approximate moving least squares - Shape parameter - Cross validation - Pseudo-spectral methods
Detailed Information
| Author: | Fasshauer G.E., Zhang J.G. |
|---|---|
| Publication Year: | 2007 |
| ISBN: | 355645 |
| Pages: | 24 |
| Language: | English |
| File Size: | 1.342 |
| Format: | |
| Price: | FREE |
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