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Adding support for shape restricted smoothing splines #1

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mipals opened this issue May 15, 2022 · 0 comments
Open

Adding support for shape restricted smoothing splines #1

mipals opened this issue May 15, 2022 · 0 comments

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@mipals
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mipals commented May 15, 2022 •
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Current unknowns for shape restricted curves

  • How do compute optimal roughness parameter. Currently we just compute optimal $\lambda$ from the unconstrained problem.
  • How to compute/interpret uncertainties.

Currently the derivatives are computed using finite differences. I believe that we should be able to directly differentiate the spline directly (it is just a linear combination of kernels, which should be differentiable?).
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