In this project, we consider regression model. The goal is to estimate derivative with an adaptive method - Unbiased Risk Estimation. As for approximation basis, smoothing splines are choosen.
- original_function.py and smoothing_spline.py contain corresponding classes.
- main.ipynb contains step-by-step instructions, necessary formulas and notations, results of experiments, plots.
Vladimir Spokoiny, "Nonparametric estimation: parametric view" (lecture materials), http://strlearn.ru/wp-content/uploads/2017/01/script2018-2.pdf