smt
smt copied to clipboard
RTMS explanation
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?
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?!
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 :)