| Model Browser User's Guide | |
IterateRols
For a specified width, this algorithm optimizes the regularization parameter in the Rols algorithm with respect to the GCV criterion. An initial fit and the centers are selected by Rols using the user-supplied 
. As in IterateRidge, you select an initial start value for 
by testing an initial number of start values for lambda that are equally spaced on a logarithmic scale between 10-10 and 10, and choosing the one with the best GCV score.
is then iterated to improve GCV. Each time that 
is updated, the center selection process is repeated. This means that IterateRols is much more computationally expensive than IterateRidge.
A lower bound of 10-12 is placed on 
, and an upper bound of 10.
Fit Parameters
Center selection algorithm: The center selection algorithm to use. For IterateRols the only center selection algorithm available is Rols.
Maximum number of updates: The same as for IterateRidge.
Minimum change in log10(GCV): The same as for IterateRidge.
Number of initial test values for lambda: The same as for IterateRidge.
Do not reselect centers for new width: This check box determines whether the centers are reselected for the new width value or if the best centers to date are to be used.
Display: When you select this check box, this algorithm plots the results of the algorithm. The starting point for 
is marked with a black circle. As 
is updated, the new values are plotted as red crosses connected with red lines. The best 
found is marked with a green asterisk.
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