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?).
Current unknowns for shape restricted curves
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?).