Non-Parametric Regression

Setup

Python version: 3.10

NOTE: for some some reason, sklearn grid search with n_jobs>1 doesn't work with python versions >3.10

Goodpoints package:

git clone https://github.com/ag2435/goodpoints
cd goodpoints
pip install -e .

Install RFM dependences:

conda install conda-forge::torchmetrics conda-forge::hickle

Estimators

Nadaraya-Watson

Kernel ridge regression

Kernels

Implemented in goodpoints repo, see above.

Examples:

• Gaussian
• Laplace
• Boxcar
• Epanechnikov