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@eckelsjd eckelsjd commented Mar 10, 2025

Proposed Changes

  • Use linear models from sklearn.linear_model, including Ridge, RidgeCV, Lasso etc. as an Interpolator alternative to Lagrange
  • Optionally include polynomial features
  • Optionally include sklearn preprocessors (e.g. MinMaxScaler) for normalization
  • Includes new tests/docs for new functionality

Limitations

  • Polynomial regression blows up in dimension for higher degree and larger numbers of inputs
  • Linear regression doesn't play super nicely with SparseGrid training data -- i.e. you are learning a fit over all the inputs, while SparseGrid only samples over subsets of the inputs. Would recommend a new TrainingData implementation such as LHS.

@eckelsjd eckelsjd merged commit 8138bb4 into main Mar 10, 2025
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@eckelsjd eckelsjd deleted the dev-poly branch March 10, 2025 15:10
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2 participants