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Regularization default across problems

Ascertain whether setting the reproducing-kernel Hilbert space regularization parameter γ = 10^{-6} in the fast committor machine’s least-squares optimization is a generally suitable default across diverse committor estimation problems, and identify criteria or guidelines for selecting γ for new applications.

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Background

The fast committor machine (FCM) optimizes kernel coefficients via a regularized least-squares loss whose RKHS term is controlled by a regularization parameter γ. The authors selected γ = 10{-6} based on grid search in their experiments but note that this choice is not intuitively justified beyond those cases.

They explicitly state uncertainty about whether this choice generalizes, motivating a problem to determine principled default or data-driven selection strategies for γ across different systems and datasets.

References

Based on the grid search, the regularization parameter is set to γ = 10{-6}, but this is not intuitive and it remains unclear whether this would be a good default for other problems.

The fast committor machine: Interpretable prediction with kernels (2405.10410 - Aristoff et al., 16 May 2024) in Subsection “Optimization of the hyperparameters” (Section 2.5)