decargroup / decargroup/pykoop

Implement Hermite/Lagrange/Legendre polynomial lifting functions

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#76 0 comments 0 reactions 1 assignee Assigned to @sdahdah View on GitHub
enhancement
Dominant language
Python
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108
Forks
13
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No merged PRs in 30d

Description

Refactor `PolynomialLiftingFn` to support products of other polynomials instead
of just monomials. For example, instead of `x1^2 * x2`, allow `H2(x1) * H1(x2)`
where `Hx` is the `x`th Hermite polynomial.

This can be achieved by removing the wrapped `scikit-learn` polynomial
transformer and using a custom one with similar functionality. Specifically the
`powers_` matrix.

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