This is a Matlab implementation of local polynomial regression.
Just add this directory to your current matlab workspace. See demo.m for some demos.
If you use this library in your academic work please cite the following paper. The code was released as part of this paper. "Additive Approximations in High Dimensional Nonparametric Regression via the SALSA" Kirthevasan Kandasamy, Yaoliang Yu. International Conference on Machine Learning (ICML) 2016.
This software is released under GNU GPL v3(>=) License. Please read LICENSE.txt for more information.
This program is free software: you can redistribute it and/or modify
it under the terms of the GNU General Public License as published by
the Free Software Foundation, either version 3 of the License, or
(at your option) any later version.
This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
GNU General Public License for more details.
"Copyright 2016 Kirthevasan Kandasamy"
- For questions/ bug reports please email kandasamy@cs.cmu.edu