# More efficient approximation of smoothing splines via space-filling basis selection

arXiv: https://arxiv.org/abs/2003.10609 · HTML: https://mlsanity.com/paper/2003.10609/

## Key facts

- Cited by 7 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 24 Mar 2020.

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## Abstract (arXiv)

We consider the problem of approximating smoothing spline estimators in a nonparametric regression model. When applied to a sample of size n, the smoothing spline estimator can be expressed as a linear combination of n basis functions, requiring O(n3) computational time when the number of predictors d≥ 2. Such a sizable computational cost hinders the broad applicability of smoothing splines. In practice, the full sample smoothing spline estimator can be approximated by an estimator based on q randomly-selected basis functions, resulting in a computational cost of O(nq2). It is known that these two estimators converge at the identical rate when q is of the order On2/(pr+1), where p∈ [1,2] depends on the true function η, and r > 1 depends on the type of spline. Such q is called the essential number of basis functions. In this article, we develop a more efficient basis selection method. By selecting the ones corresponding to roughly equal-spaced observations, the proposed method chooses a set of basis functions with a large diversity. The asymptotic analysis shows our proposed smoothing spline estimator can decrease q to roughly On1/(pr+1), when d≤ pr+1. Applications on synthetic and real-world datasets show the proposed method leads to a smaller prediction error compared with other basis selection methods.