Using smoothing parameters to avoid overfitting
The smoothing parameter balances between likelihood and wiggliness to optimize model fit. Here, you'll examine smoothing parameters and will fit models with different fixed smoothing parameters.
Este exercício faz parte do curso
Nonlinear Modeling with Generalized Additive Models (GAMs) in R
Instruções do exercício
- View the value of the smoothing parameter (\(\lambda\)) of the provided
gam_mod
model by extracting thesp
value from the model. - Fit two models to the
mcycle
data withaccel
as a smooth function oftimes
and a smoothing parameter of:- 0.1
- 0.0001
- Visualize both models.
Exercício interativo prático
Experimente este exercício completando este código de exemplo.
library(mgcv)
# Extract the smoothing parameter
gam_mod <- gam(accel ~ s(times), data = mcycle, method = "REML")
___
# Fix the smoothing parameter at 0.1
gam_mod_s1 <- gam(accel ~ s(times), data = mcycle, sp = ___)
# Fix the smoothing parameter at 0.0001
gam_mod_s2 <- gam(___)
# Plot both models
par(mfrow = c(2, 1))
plot(gam_mod_s1, residuals = TRUE, pch = 1)
plot(gam_mod_s2, residuals = TRUE, pch = 1)