A degree-5 polynomial

PHYSICS · Multi-part · Fermi University Physics · Scientific Practice & Experimental Methods · Computational Physics · Data analysis and model fitting in the laboratory

Scientific Computing for Physicists, Ch Learning from physical data: regression, classification and principal components

Problem

A degree-5 polynomial t(x)=∑n=05anxnt(x) = \sum_{n=0}^{5} a_n x^n, with six free coefficients, is fitted by least squares to exactly six training measurements of seismic travel time tt (in seconds) against epicentral distance xx (in km). Training data: for x=50,100,150,200,250,300 kmx = 50, 100, 150, 200, 250, 300\,\mathrm{km} the measured times are t=9.1,17.8,26.5,35.0,43.9,52.6 st = 9.1, 17.8, 26.5, 35.0, 43.9, 52.6\,\mathrm{s} respectively. A held-out test set of four further measurements, never used in the fit, gives the following. At x=75,125,175,225 kmx = 75, 125, 175, 225\,\mathrm{km} the measured times are 13.6,22.3,30.9,39.7 s13.6, 22.3, 30.9, 39.7\,\mathrm{s} and the model-predicted times are 13.1,22.9,29.5,41.0 s13.1, 22.9, 29.5, 41.0\,\mathrm{s} respectively. ((a)) Explain, by counting equations and unknowns, why the least-squares fit reproduces every training value exactly. ((b)) Compute the training RMSE and the test RMSE. ((c)) State which of the two, if either, is a fair estimate of the model's error on future measurements, and why.

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