convexengineering / gpfit

Fit posynomials to data
http://gpfit.readthedocs.io/en/latest/
MIT License
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Should a user supply data in its original or log-transformed form #109

Open pgkirsch opened 3 years ago

pgkirsch commented 3 years ago

GPfit has always taken log-transformed data as its input, which adds a couple lines to a user's script. Is there a good reason for this or should it take untransformed data as the input given that is ultimately what an end user cares about? @whoburg particularly curious if there was a strong reason for wanting to do it this way originally?

whoburg commented 3 years ago

@pgkirsch here's my argument for taking in log-transformed data

The fit will only be successful if the data are "approximately log-convex". Allowing users to supply untransformed data might give the wrong impression, as if GPfit can handle any data one might throw at it. Taking in log-transformed data also eliminates the possibility that the data can't even be log-transformed (negative values), and maybe encourages users to at least look at the log-transformed version of their data.

That's my pitch. willing to hear other views.