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RTMS explanation

Open ludoro opened this issue 4 years ago • 2 comments

Hello guys! First of all, really cool library.

I have been working on Surrogates.jl, a Julia package that mostly has the same goal. I am trying to implement from this paper here: "A fast-prediction surrogate model for large datasets" which I believe it's related to this library. However, I am not understanding how to build the matrix $F$, for each i-esim row I should evaluate the i-esim training point x at some splines, right? The number of columns is the degree of the splines? I am bit confused. Could you shed some light?

ludoro avatar Jul 11 '20 16:07 ludoro

Hi, thanks for the kind word. You're right the surrogate is related to this paper (link broken in the doc) and well... as far as I am concerned I am not that familiar with this surrogate so I would suggest to refer to the implementation... but maybe you already did?!

relf avatar Jul 23 '20 13:07 relf

Yeah, I tried but without much success. I get stuck at page 6 of that paper, when defining the F function. I am not in a hurry so I can maybe wait for someone who is familiar with it :)

ludoro avatar Jul 24 '20 20:07 ludoro