Concept

Effective dimension — where it appears

The sum of the filter factors a regularised solution applies, counting in fractional units how many directions of the data it has admitted. Tikhonov's is a smooth function of λ and truncation's is the number of components kept; an iteration carries one as well, though it never computes it.

Named by 5 essays across 2 fields — each of them below, with the objects they name alongside it.

unpreconditioneddimension a step1.2best iterate carries24at step20τ = 10⁻³, past the edgedimension a step3.6best iterate carries33its error0.4837111519232731353910⁻¹10⁻⁰.⁵1effective dimensionrelative errorthe arc: dimension 8.0 to 24.0none10⁻⁰.⁵10⁻¹10⁻¹.⁵10⁻²10⁻².⁵10⁻³large dots: each run's own best iteratethe answer sits at one effective dimension

The parameter neither knob is

A preconditioned run has a cutoff and a step count, and neither is the regularisation parameter. The parameter is the effective dimension of the iterate: every cutoff that works puts its own best at 23.7 to 24.3 of it, where the unpreconditioned run's best sits at 23.2, and what the cutoff buys is the rate — 1.27 of it a step with no preconditioner and 3.53 with one. The edge is where a single stride is longer than the distance left.

combination · Iterative regularisation
where each run leaves the arcnarrow blur, directions33the collection's blur, directions22wide blur, directions15the answer's own dimensionnarrow blur32the collection's blur23wide blur1501020300123456directions the preconditioner divideseffective dimension a stepnarrow blurthe collection's blurwide blurrings: the first cutoff past which most of the run misses the arcthey sit at three different strides

A count that marks the edge and not the pace

The number of directions a truncated preconditioner divides is counted for free when it is built, and it was proposed as a stand-in for the stride it buys. On three blurs it is not one — the runs leave the answer at strides of 5.71, 3.44 and 2.41. What the count does predict is the edge: on all three blurs, at two noise levels, a run stops landing on the answer's path within five per cent of the point where the count reaches the answer's own effective dimension. And the halved cutoff rule, measured on one blur, crosses that line on the narrowest.

combination · Iterative regularisation
falls through a half, % of the answerfast, truncated96exact, shifted105fast, shifted66the answer's own dimensionblur 2.5 points wide2300.250.50.7511.251.500.20.40.60.81the preconditioner's own dimension ÷ the answer'sshare of the run on the arcfast, truncatedexact, shiftedfast, shifteddashed: as much dimension as the answer carrieshorizontal: half the run on the arc

The shift had an edge, and the approximation moved it

A fast-transform preconditioner made invertible by a shift was recorded as never reaching the unpreconditioned floor, and predicted to sit off the answer's path at every shift. At a large shift it sits on the path and reaches the floor to a tenth of a per cent. It has an edge like the truncated one — but on the exact operator that edge is where the shift's own effective dimension reaches the answer's, 1.02 to 1.05 of it on six problems, and on the fast approximation it arrives at 0.49 to 0.77. The difference is sixteen samples at the ends of the signal, where the approximation is wrong and a shift divides the error by α.

combination · Iterative regularisation
each method's best, dimensionconjugate gradients24Tikhonov23truncated SVD21and the error thereconjugate gradients0.14Tikhonov0.14truncated SVD0.140510152025301effective dimensionrelative errorconjugate gradientsTikhonovtruncated SVDdashed vertical: the iteration's bestthe iteration drawn while its dimension still rises

One arc, and what each filter pays to be on it

Conjugate gradients and Tikhonov stop at the same effective dimension, and that could have meant two curves crossing once or one curve. It is one curve over a stretch — on six problems, Tikhonov and truncation reach the iteration's error at the iteration's dimension to within 7.2 per cent from 0.7 of the answer to its top — and the two separate on either side. But the curve is shared by a trade, not by an identical answer: at the same dimension Tikhonov carries 22 to 42 per cent more noise than the iteration and up to five per cent less bias.

combination · Iterative regularisation
worst draw on any grid, % over the oraclediscrepancy13GCV4·10⁶L-curve291median on 96 points, % overdiscrepancy3.4GCV0.18L-curve282030405060708090100110¹grid pointserror ÷ the oracle's, same drawdiscrepancy, mediandiscrepancy, worstGCV, medianGCV, worstL-curve, mediansolid: the median draw; dashed: the worst of sixteenthe axis stops at twenty times the oracle

The data count their dimensions, not the step's

Every grid in the deconvolution essays was chosen with the answer in hand, and so was every λ. From the data alone, the discrepancy principle's worst draw is within 16 per cent of the oracle on every grid from 16 points to 96; generalised cross-validation is better on the median draw and, on grids of thirty points and more, has draws thousands of times worse. And the data can say how many dimensions they carry — about 20, 25 and 29 at three noise levels, one number once the grid exceeds it — but not how many more the step needs: the grid that count chooses is 14 to 19 per cent worse than forty points at the lower two.

regularisation · Regularisation

Named alongside it

The objects these essays reach for when they reach for this one.

Tikhonov regularisationConjugate gradientsFilter factorsIterative regularisationSemi-convergenceCirculant preconditionerDeconvolutionPreconditioningDiscrepancy principleParameter choiceBias varianceDiscretisation

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