Multivariate Polynomial Fit
Holds a python function to perform multivariate polynomial regression in Python using NumPy
See related question on stackoverflow
This is similar to numpy's polyfit function but works on multiple covariates
Origin
This code originated from the following question on StackOverflow
http://stackoverflow.com/questions/10988082/multivariate-polynomial-regression-with-numpy
Author
License
New BSD license. See LICENSE.txt
Disclaimer
This is not a commonly used method. It often results in a solution with many non-zero coeffieicients like
10 x**2 + 0.01 x y - 0.02 x + 20 y - 0.03 y**2
Instead of a sparse solution like
10 x**2 + 20 y
To obtain sparse solutions (like the second) where near-zero elements are eliminated you should probably look into L1 regularization
Sorry
But I rarely respond to questions about this repository. It is oddly popular but the implementation is pretty dense and so this project generates a large number of reasonable questions. Unfortunately I don't have time to respond to all of these.
I would care more about this project if it contained a useful algorithm. It doesn't.
Read the disclaimer above.