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=05anxn, with six free coefficients, is fitted by least squares to exactly six training measurements of seismic travel time t (in seconds) against epicentral distance x (in km). Training data: for x=50,100,150,200,250,300km the measured times are t=9.1,17.8,26.5,35.0,43.9,52.6s respectively. A held-out test set of four further measurements, never used in the fit, gives the following. At x=75,125,175,225km the measured times are 13.6,22.3,30.9,39.7s and the model-predicted times are 13.1,22.9,29.5,41.0s 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.