Local surrogates - PowerPoint PPT Presentation

Improving NEST Performance Using Surrogates

Improving NEST Performance Using Surrogates. Project Status: Dec 16, 2003. David W. Etherington Andrew J. Parkes Matt Ginsberg. University of Oregon. C I R L. Administrative. Project Title: Improving NEST Performance Using Surrogates Program Manager: Vijay Raghavan

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Local surrogates

Local surrogates. To model a complex wavy function we need a lot of data. Modeling a wavy function with high order polynomials is inherently ill-conditioned. With a lot of data we normally predict function values using only nearby values. We may fit several local surrogates as in figure.

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