akaike_information_criterion#

skfda.preprocessing.smoothing.validation.akaike_information_criterion(hat_matrix)[source]#

Akaike’s information criterion for cross validation.

\[\Xi(\nu,n) = \exp\left(2 * \frac{tr(\hat{H}^\nu)}{n}\right)\]

See [1] for additional details.

Parameters:

hat_matrix (ndarray[Any, dtype[float64]]) – Smoothing matrix whose penalization score is desired.

Returns:

Penalization given by the Akaike’s information criterion.

Return type:

float

References