Theory
Smoothing Spline Formulation
If we simply fit a smooth curve to a set of data by minimizing without putting any constraints, there is a problem that we can always make zero simply by choosing such that it interpolates all of the , leading to the overfitting of the data. What we want is a function that makes small, but that is also smooth. Instead, we can change the optimization formulation from to the function below: , where is a nonnegative tuning parameter. The function that minimizes the formulation above is known as a smoothing spline.
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Updated 2026-06-16
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Data Science