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Residual-Error Cross-Validation method for selecting a suitable shape parameter for RBF interpolation
Engineering Analysis With Boundary Elements ( IF 3.3 ) Pub Date : 2022-07-08 , DOI: 10.1016/j.enganabound.2022.06.021
L.H. Kuo , Jossy Uvah , Chuin-Shan Chen

Radial Basis Functions (RBFs) have shown the potential to be a universal mesh-free method for solving interpolation and differential equations with highly accurate results. However, the trade-off principle states that while deciding the shape parameter’s value for an RBF such as Multiquadric (MQ) or Gaussian (GA), a compromise must be made between achieving accuracy and stability because of the resultant ill-conditioned matrix.

This study focus on the behaviors between the maximum and residual errors for the RBF interpolation. Based on the error behaviors, we propose a new approach, Residual-Error Cross Validation (RECV), to quickly select a suitable c value for an interpolant using an RBF containing a shape parameter. The numerical results showed that an RBF interpolant could yield high accuracy with the RECV c and a sufficiently small fill distance. Combining the RECV method and LOOCV method, we can easily avoid the local optimum issue when applying an optimization algorithm.



中文翻译:

为 RBF 插值选择合适形状参数的残差交叉验证方法

径向基函数 (RBF) 已显示出成为一种通用无网格方法的潜力,可用于求解具有高精度结果的插值和微分方程。然而,权衡原则指出,在确定 RBF(例如 Multiquadric (MQ) 或 Gaussian (GA))的形状参数值时,由于产生的病态矩阵,必须在实现准确性和稳定性之间做出折衷。

本研究的重点是 RBF 插值的最大误差和残差之间的行为。基于错误行为,我们提出了一种新方法Residual-Error Cross Validation (RECV),以快速选择合适的C使用包含形状参数的 RBF 的插值值。数值结果表明,RBF插值可以产生较高的RECV精度 C和足够小的填充距离。结合 RECV 方法和 LOOCV 方法,我们可以在应用优化算法时轻松避免局部最优问题。

更新日期:2022-07-10
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