MARSplines

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MARSplines (Multivariate Adaptive Regression Splines) - Nonparametric statistical regression. The method does not assume a particular form of dependency between predictors and explanatory variables, but instead selects specific data.

MARSplines General Model: Y = β 0 + ∑ m = 1 M β m h m ( X ) {\displaystyle y=\beta _{0}+\sum \limits _{m=1}^{M}\beta _{m}h_{m}(X)}

where:

The method requires prior design of an appropriate set of base functions, which may in particular include the values ​​of individual predicates, their polynomials, or modeling interactions between several predicates.

The algorithm searches the space of the possible weighted average of the values ​​of the base functions and iteratively selects an increasingly large number of them using the criterion of minimizing the squares of errors (least squares method). Bibliography

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