论文信息 - Global optimization of the generalized cross-validation criterion

Global optimization of the generalized cross-validation criterion

Generalized cross-validation is a method for choosing the smoothing parameter in smoothing splines and related regularization problems. This method requires the global minimization of the generalized cross-validation function. In this paper an algorithm based on interval analysis is presented to find the globally optimal value for the smoothing parameter, and a numerical example illustrates the performance of the algorithm.

M. Mohammadzadeh | J. T. Kent | J. Kent | M. Mohammadzadeh | M. Mohammadzadeh

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