Model Browser User's Guide

Lambda Selection Algorithms

Lambda is the regularization parameter.

• IterateRols updates the centers after each update of lambda. This makes it more computationally intensive, but potentially leads to a better combination of lambda and centers.
• StepItRols is sensitive to the setting of Number of centers to add before updating. Switch the Display option on to view how log10(GCV) reduces as the number of centers builds up.
• Examine the plots produced from the lambda selection algorithm, ignoring the warning "An excessive number of plots will be produced." Would increasing the tolerance or the number of initial test values for lambda lead to a better choice of lambda?

Which RBF to Use

Center Selection Algorithms