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smoothing-splines-approximation's Introduction

Smoothing splines approximation

In this project, we consider regression model. The goal is to estimate derivative with an adaptive method - Unbiased Risk Estimation. As for approximation basis, smoothing splines are choosen.

Navigation

  • original_function.py and smoothing_spline.py contain corresponding classes.
  • main.ipynb contains step-by-step instructions, necessary formulas and notations, results of experiments, plots.

References

Vladimir Spokoiny, "Nonparametric estimation: parametric view" (lecture materials), http://strlearn.ru/wp-content/uploads/2017/01/script2018-2.pdf

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