Computational Engineering Commons^™

Adaptive Spline Fitting With Particle Swarm Optimization, Soumya Mohanty, Ethan Fahnestock

Physics and Astronomy Faculty Publications and Presentations

In fitting data with a spline, finding the optimal placement of knots can significantly improve the quality of the fit. However, the challenging high-dimensional and non-convex optimization problem associated with completely free knot placement has been a major roadblock in using this approach. We present a method that uses particle swarm optimization (PSO) combined with model selection to address this challenge. The problem of overfitting due to knot clustering that accompanies free knot placement is mitigated in this method by explicit regularization, resulting in a significantly improved performance on highly noisy data. The principal design choices available in the method …