Opened 4 months ago

Last modified 3 months ago

#2699 assigned feature request

Radial Basis Function Regression

Reported by: bwerth Owned by: bwerth
Priority: medium Milestone: HeuristicLab 3.3.15
Component: Algorithms.DataAnalysis Version: branch
Keywords: Cc:

Description

Radial Basis Functions are yet another type of regression model often used in surrogate modelling. A main benefit is their extensibility to non-continuous domains.

A Radial Basis Function Regression alongside suitable Kernel functions and Distance metrics shall be added to the existing DataAnalysis solution

Attachments (1)

Radial Basis Function Regression (RBF-R).hl (4.8 MB) - added by gkronber 3 months ago.
Run with strange LOO and variance (Line chart 95% conf)

Change History (8)

comment:1 Changed 4 months ago by bwerth

  • Owner set to bwerth
  • Status changed from new to assigned

comment:2 Changed 4 months ago by bwerth

  • Status changed from assigned to accepted
  • Version changed from 3.3.14 to branch

comment:3 Changed 4 months ago by bwerth

r14385 created branch for radial basis functions regression

comment:4 Changed 4 months ago by bwerth

r14386 moved RadialBasisFunctions from Problems.SurrogateProblem to Algorithms.DataAnalysis

comment:5 Changed 3 months ago by gkronber

r14500: fixed a small typo and added .sln file while reviewing

comment:6 Changed 3 months ago by gkronber

I tested with the 'Chemical-I' problem instance and Euclidean norm with beta=2 (see attachment). The predictions seem to be nice on training and test set but the estimated variances and the approximated error for LOO CV seems to be way off. Could you please check whether the calculation of both are correct?

comment:7 Changed 3 months ago by gkronber

  • Status changed from accepted to assigned

Changed 3 months ago by gkronber

Run with strange LOO and variance (Line chart 95% conf)

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