We should implement and test Generalized Bayesian Information Criterion (GBIC) [1] for estimating the optimal roughness penalty in the Smoothing_F class.
References
[1] Konishi, Sadanori, Tomohiro Ando, and Seiya Imoto. 2004. “Bayesian Information Criteria and Smoothing Parameter Selection in Radial Basis Function Networks.” Biometrika 91 (1). Oxford University Press: 27–43. http://www.jstor.org/stable/20441077
We should implement and test Generalized Bayesian Information Criterion (GBIC) [1] for estimating the optimal roughness penalty in the
Smoothing_Fclass.References
[1] Konishi, Sadanori, Tomohiro Ando, and Seiya Imoto. 2004. “Bayesian Information Criteria and Smoothing Parameter Selection in Radial Basis Function Networks.” Biometrika 91 (1). Oxford University Press: 27–43. http://www.jstor.org/stable/20441077