polynomial curve fitting: higher order models' root mean square error does not decrease The 2019 Stack Overflow Developer Survey Results Are In Announcing the arrival of Valued Associate #679: Cesar Manara Planned maintenance scheduled April 17/18, 2019 at 00:00UTC (8:00pm US/Eastern)Fitting a polynomial + exponential curve of a given form to dataWhen does Mean Square Error increase?Mean Square Error & BiasNegative Mean Square ErrorRoot Mean Square Error - How did he get this number?liner regression not using mean square error to estimate parameterpolynomial curve fitting without regression (power law)What does the derivative mean in least squares curve fitting?Mean Integrated Square Errorpolynomial curve fitting and linear algebra
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polynomial curve fitting: higher order models' root mean square error does not decrease
The 2019 Stack Overflow Developer Survey Results Are In
Announcing the arrival of Valued Associate #679: Cesar Manara
Planned maintenance scheduled April 17/18, 2019 at 00:00UTC (8:00pm US/Eastern)Fitting a polynomial + exponential curve of a given form to dataWhen does Mean Square Error increase?Mean Square Error & BiasNegative Mean Square ErrorRoot Mean Square Error - How did he get this number?liner regression not using mean square error to estimate parameterpolynomial curve fitting without regression (power law)What does the derivative mean in least squares curve fitting?Mean Integrated Square Errorpolynomial curve fitting and linear algebra
$begingroup$
I am trying to fit a curve for 15 data points. I started by creating a linear model and observing the root mean square difference, followed by quadratic, cubic and increasing the degree of polynomial at each iteration and also measuring the root mean square difference for each model. My data points are as follows:
x = -1.45, -1.12, -0.50, 1.40, 2.28, 3.50, 3.75, 4.50, 5.21, 5.98,6.65, 7.76, 8.56, 9.64, 10.87;
y = 4.30, 4.24, 3.10, 1.50, 5.73, 2.30, 5.31, 3.76, 7.40, 4.13, 9.45, 5.40, 12.67, 8.42, 14.86;
So far the results I got are as follows:
d - the degree of the model. d=2 is quadratic model and d=3 is cubic model
d rmsd
1 2.42613
2 1.95418
3 1.95373
4 1.91411
5 1.90665
6 1.86912
7 1.81113
8 1.80812
9 1.66018
10 1.36661
11 1.36122
12 1.75445
13 0.993169
14 1.795
15 3.52391
For degree 15, root mean square difference should be closer to zero, regardless of over fitting concerns. Reason being, if you think about it mathematically, it will be fifteen equations and fifteen unknowns and should have a solution. My question is what could have gone wrong in the polynomial curve fitting? I am just testing the linear algebra concepts here. I understand higher degree models may not be right choice.
linear-algebra statistics systems-of-equations algebraic-curves regression
$endgroup$
add a comment |
$begingroup$
I am trying to fit a curve for 15 data points. I started by creating a linear model and observing the root mean square difference, followed by quadratic, cubic and increasing the degree of polynomial at each iteration and also measuring the root mean square difference for each model. My data points are as follows:
x = -1.45, -1.12, -0.50, 1.40, 2.28, 3.50, 3.75, 4.50, 5.21, 5.98,6.65, 7.76, 8.56, 9.64, 10.87;
y = 4.30, 4.24, 3.10, 1.50, 5.73, 2.30, 5.31, 3.76, 7.40, 4.13, 9.45, 5.40, 12.67, 8.42, 14.86;
So far the results I got are as follows:
d - the degree of the model. d=2 is quadratic model and d=3 is cubic model
d rmsd
1 2.42613
2 1.95418
3 1.95373
4 1.91411
5 1.90665
6 1.86912
7 1.81113
8 1.80812
9 1.66018
10 1.36661
11 1.36122
12 1.75445
13 0.993169
14 1.795
15 3.52391
For degree 15, root mean square difference should be closer to zero, regardless of over fitting concerns. Reason being, if you think about it mathematically, it will be fifteen equations and fifteen unknowns and should have a solution. My question is what could have gone wrong in the polynomial curve fitting? I am just testing the linear algebra concepts here. I understand higher degree models may not be right choice.
linear-algebra statistics systems-of-equations algebraic-curves regression
$endgroup$
$begingroup$
Your fitting is incorrect if (as you have stated) all $x$ values are distinct. The 14th degree best fit polynomial will interpolate all data points exactly.
$endgroup$
– hardmath
Oct 1 '15 at 21:58
add a comment |
$begingroup$
I am trying to fit a curve for 15 data points. I started by creating a linear model and observing the root mean square difference, followed by quadratic, cubic and increasing the degree of polynomial at each iteration and also measuring the root mean square difference for each model. My data points are as follows:
x = -1.45, -1.12, -0.50, 1.40, 2.28, 3.50, 3.75, 4.50, 5.21, 5.98,6.65, 7.76, 8.56, 9.64, 10.87;
y = 4.30, 4.24, 3.10, 1.50, 5.73, 2.30, 5.31, 3.76, 7.40, 4.13, 9.45, 5.40, 12.67, 8.42, 14.86;
So far the results I got are as follows:
d - the degree of the model. d=2 is quadratic model and d=3 is cubic model
d rmsd
1 2.42613
2 1.95418
3 1.95373
4 1.91411
5 1.90665
6 1.86912
7 1.81113
8 1.80812
9 1.66018
10 1.36661
11 1.36122
12 1.75445
13 0.993169
14 1.795
15 3.52391
For degree 15, root mean square difference should be closer to zero, regardless of over fitting concerns. Reason being, if you think about it mathematically, it will be fifteen equations and fifteen unknowns and should have a solution. My question is what could have gone wrong in the polynomial curve fitting? I am just testing the linear algebra concepts here. I understand higher degree models may not be right choice.
linear-algebra statistics systems-of-equations algebraic-curves regression
$endgroup$
I am trying to fit a curve for 15 data points. I started by creating a linear model and observing the root mean square difference, followed by quadratic, cubic and increasing the degree of polynomial at each iteration and also measuring the root mean square difference for each model. My data points are as follows:
x = -1.45, -1.12, -0.50, 1.40, 2.28, 3.50, 3.75, 4.50, 5.21, 5.98,6.65, 7.76, 8.56, 9.64, 10.87;
y = 4.30, 4.24, 3.10, 1.50, 5.73, 2.30, 5.31, 3.76, 7.40, 4.13, 9.45, 5.40, 12.67, 8.42, 14.86;
So far the results I got are as follows:
d - the degree of the model. d=2 is quadratic model and d=3 is cubic model
d rmsd
1 2.42613
2 1.95418
3 1.95373
4 1.91411
5 1.90665
6 1.86912
7 1.81113
8 1.80812
9 1.66018
10 1.36661
11 1.36122
12 1.75445
13 0.993169
14 1.795
15 3.52391
For degree 15, root mean square difference should be closer to zero, regardless of over fitting concerns. Reason being, if you think about it mathematically, it will be fifteen equations and fifteen unknowns and should have a solution. My question is what could have gone wrong in the polynomial curve fitting? I am just testing the linear algebra concepts here. I understand higher degree models may not be right choice.
linear-algebra statistics systems-of-equations algebraic-curves regression
linear-algebra statistics systems-of-equations algebraic-curves regression
asked Oct 1 '15 at 19:54
kpnanekpnane
11
11
$begingroup$
Your fitting is incorrect if (as you have stated) all $x$ values are distinct. The 14th degree best fit polynomial will interpolate all data points exactly.
$endgroup$
– hardmath
Oct 1 '15 at 21:58
add a comment |
$begingroup$
Your fitting is incorrect if (as you have stated) all $x$ values are distinct. The 14th degree best fit polynomial will interpolate all data points exactly.
$endgroup$
– hardmath
Oct 1 '15 at 21:58
$begingroup$
Your fitting is incorrect if (as you have stated) all $x$ values are distinct. The 14th degree best fit polynomial will interpolate all data points exactly.
$endgroup$
– hardmath
Oct 1 '15 at 21:58
$begingroup$
Your fitting is incorrect if (as you have stated) all $x$ values are distinct. The 14th degree best fit polynomial will interpolate all data points exactly.
$endgroup$
– hardmath
Oct 1 '15 at 21:58
add a comment |
1 Answer
1
active
oldest
votes
$begingroup$
I tried working out the same as you using Excel. My results agree with yours up to $d=11$. From that point on we begin to differ. The reason is that the difference in size of the values becomes so great that no meaningful analysis is possible. In Excel, by the time you are trying to work with $d=11$ you have to find the 11th power of each x-value and these range from $4.9 times 10^-4$ to $2.5 times 10^9$. Depending on the software you are using to find the fit, it will fail earlier or later, but eventually the results will start to be meaningless.
$endgroup$
add a comment |
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1 Answer
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1 Answer
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$begingroup$
I tried working out the same as you using Excel. My results agree with yours up to $d=11$. From that point on we begin to differ. The reason is that the difference in size of the values becomes so great that no meaningful analysis is possible. In Excel, by the time you are trying to work with $d=11$ you have to find the 11th power of each x-value and these range from $4.9 times 10^-4$ to $2.5 times 10^9$. Depending on the software you are using to find the fit, it will fail earlier or later, but eventually the results will start to be meaningless.
$endgroup$
add a comment |
$begingroup$
I tried working out the same as you using Excel. My results agree with yours up to $d=11$. From that point on we begin to differ. The reason is that the difference in size of the values becomes so great that no meaningful analysis is possible. In Excel, by the time you are trying to work with $d=11$ you have to find the 11th power of each x-value and these range from $4.9 times 10^-4$ to $2.5 times 10^9$. Depending on the software you are using to find the fit, it will fail earlier or later, but eventually the results will start to be meaningless.
$endgroup$
add a comment |
$begingroup$
I tried working out the same as you using Excel. My results agree with yours up to $d=11$. From that point on we begin to differ. The reason is that the difference in size of the values becomes so great that no meaningful analysis is possible. In Excel, by the time you are trying to work with $d=11$ you have to find the 11th power of each x-value and these range from $4.9 times 10^-4$ to $2.5 times 10^9$. Depending on the software you are using to find the fit, it will fail earlier or later, but eventually the results will start to be meaningless.
$endgroup$
I tried working out the same as you using Excel. My results agree with yours up to $d=11$. From that point on we begin to differ. The reason is that the difference in size of the values becomes so great that no meaningful analysis is possible. In Excel, by the time you are trying to work with $d=11$ you have to find the 11th power of each x-value and these range from $4.9 times 10^-4$ to $2.5 times 10^9$. Depending on the software you are using to find the fit, it will fail earlier or later, but eventually the results will start to be meaningless.
edited Oct 2 '15 at 14:22
answered Oct 2 '15 at 0:20
tomitomi
6,21411232
6,21411232
add a comment |
add a comment |
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$begingroup$
Your fitting is incorrect if (as you have stated) all $x$ values are distinct. The 14th degree best fit polynomial will interpolate all data points exactly.
$endgroup$
– hardmath
Oct 1 '15 at 21:58