cjekel / piecewise_linear_fit_py

fit piecewise linear data for a specified number of line segments
MIT License
289 stars 59 forks source link

Are derivatives avaiable for the objective function...? #74

Open cjekel opened 4 years ago

cjekel commented 3 years ago

Proof of concept using torch autograd methods shows that it should be possible to compute the derivative of the sum-of-squares of the residuals with respect to the breakpoints. https://github.com/cjekel/piecewise_linear_fit_py/blob/torch/examples/get_torch_derivatives.py