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What is Roughness Penalty

Encyclopedia of Business Analytics and Optimization
Penalty term added to the least square objective function that controls overfitting by shrinking unnecessary knots.
Published in Chapter:
Penalized Splines with an Application in Economics
Chaojiang Wu (Drexel University, USA)
Copyright: © 2014 |Pages: 9
DOI: 10.4018/978-1-4666-5202-6.ch163
Full Text Chapter Download: US $37.50 Add to Cart
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