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Fitting multidimensional data using gradient penalties and the sparse grid combination technique
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DOI：10.1007/s00607-009-0027-x.png)
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Sparse grids, combined with gradient penalties provide an attractive tool for regularised least squares fitting. It has earlier been found that the combination technique, which builds a sparse grid function using a linear combination of approximations on partial grids, is here not as effective as it is in the case of elliptic partial differential equations. We argue that this is due to the irregular and random data distribution, as well as the proportion of the number of data to the grid resolution. These effects are investigated both in theory and experiments. As part of this investigation we also show how overfitting arises when the mesh size goes to zero. We conclude with a study of modified optimal combination coefficients who prevent the amplification of the sampling noise present while using the original combination coefficients.
Keyword:
Sparse grids
Combination technique
Regression
High-dimensional data
Regularisation
期刊
C
IF:
2.8
论文数:
2.3K
被引数:
3.5K
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