In this paper, Bayesian optimisation is used to simultaneously search the optimal values of the shape parameter and the radius in radial basis function partition of unity interpolation problem. It is a probabilistic iterative approach that models the error function with a step-by-step self-updated Gaussian process, whereas partition of unity leverages a mesh-free method that allows us to reduce cost-intensive computations when the number of scattered data is very large, as the entire domain is decomposed into several smaller subdomains of variable radius. Numerical experiments on the scattered data interpolation problem show that the combination of these two tools sharply reduces the search time with respect to other techniques such as the leave one out cross validation.

错误:搜索内容不能为空,请输入英文关键词
错误:关键词超出字数限制,请精简
高级检索

A Bayesian Approach for Simultaneously Radial Kernel Parameter Tuning in the Partition of Unity Method

  • Roberto Cavoretto,
  • Sandro Lancellotti,
  • Federico Romaniello

摘要

In this paper, Bayesian optimisation is used to simultaneously search the optimal values of the shape parameter and the radius in radial basis function partition of unity interpolation problem. It is a probabilistic iterative approach that models the error function with a step-by-step self-updated Gaussian process, whereas partition of unity leverages a mesh-free method that allows us to reduce cost-intensive computations when the number of scattered data is very large, as the entire domain is decomposed into several smaller subdomains of variable radius. Numerical experiments on the scattered data interpolation problem show that the combination of these two tools sharply reduces the search time with respect to other techniques such as the leave one out cross validation.