Roughness Penalty

Definition: A roughness penalty is a loss function that one might incorporate into an estimate of a function to prevent the estimated function from matching the data closely but at the cost of jerkiness. See 'spline smoothing' and 'cubic spline' for example uses.

An example roughness penalty would be LI[m"(u)]²du, where L is a 'smoothing parameter', I stands for the integral sign, m"() is the second derivative of the estimated function, and u is a dummy variable that ranges over the domain of the estimated function.

(Econterms)

Terms related to Roughness Penalty:
None

About.Com Resources on Roughness Penalty:
None

Writing a Term Paper? Here are a few starting points for research on Roughness Penalty:

Books on Roughness Penalty:
None

Journal Articles on Roughness Penalty:
None