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This reminds me of functional data analysis, where they favor spline models (avoids Runge's phenomenon and leverage-point issues), and also heavily emphasize th
by celrod 8y ago
This reminds me of functional data analysis, where they favor spline models (avoids Runge's phenomenon and leverage-point issues), and also heavily emphasize thinking about and modeling derivatives.
The name "functional" also emphasizes the intention to approximate "y = f(x,z....)".
Unfortunately, splines generalize extremely poorly to increasing numbers of dimensions. Even partitioning a seven dimensional space into simplices (ie, Delaunay triangulation), and then trying to keep some number of derivatives continuous across the exploding number of faces becomes computationally burdensome.