GCArullo / GCArullo/JenpyROQ

Quadratic basis from linear one

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enhancement help wanted
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Python
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Description

It should be tested if the quadratic basis can be built efficiently by starting from the linear basis elements and using the squared basis from the product space of the linear as training set [Emil].

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Another option, is to simply use the linear basis to construct the quadratic interpolant, as in [arXiv:2103.12274](https://arxiv.org/abs/2103.12274).

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