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https://github.com/nfft/pyanovaapprox

Approximation Package for High-Dimensional Functions in Python
https://github.com/nfft/pyanovaapprox

Last synced: 8 months ago
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Approximation Package for High-Dimensional Functions in Python

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# pyANOVAapprox

[![](https://github.com/NFFT/pyANOVAapprox/actions/workflows/ci.yml/badge.svg)](https://github.com/NFFT/pyANOVAapprox/actions/workflows/ci.yml)

This package provides a framework for the method ANOVAapprox to approximate high-dimensional functions with a low superposition dimension or a sparse ANOVA decomposition from scattered data. The method has been dicussed and applied in the following articles/preprints:


  • D. Potts and M. Schmischke

    Interpretable transformed ANOVA approximation on the example of the prevention of forest fires

    arXiv, PDF

  • F. Bartel, D. Potts und M. Schmischke

    Grouped transformations and Regularization in high-dimensional explainable ANOVA approximation

    SIAM Journal on Scientific Computing (accepted)

    arXiv, PDF

  • D. Potts and M. Schmischke

    Interpretable approximation of high-dimensional data

    SIAM Journal on Mathematics of Data Science (accepted)

    arXiv, PDF, Software

  • D. Potts and M. Schmischke

    Learning multivariate functions with low-dimensional structures using polynomial bases

    Journal of Computational and Applied Mathematics 403, 113821, 2021

    DOI, arXiv, PDF

  • D. Potts and M. Schmischke

    Approximation of high-dimensional periodic functions with Fourier-based methods

    SIAM Journal on Numerical Analysis 59 (5), 2393-2429, 2021

    DOI, arXiv, PDF

  • L. Lippert, D. Potts and T. Ullrich

    Fast Hyperbolic Wavelet Regression meets ANOVA

    ArXiv: 2108.13197

    arXiv, PDF

`pyANOVAapprox` provides the following functionality:
- approximation of high-dimensional periodic and nonperiodic functions with a sparse ANOVA decomposition
- analysis tools for interpretability (global sensitvitiy indices, attribute ranking, shapley values)

## Getting started

The [pyANOVAapprox package](https://pypi.org/project/pyANOVAapprox/) can be installed via pip:

```
pip install -i https://test.pypi.org/simple/ pyANOVAapprox
```

Read the [documentation](https://nfft.github.io/pyANOVAapprox/) for specific usage information.

Requirements
------------

- Python 3.8 or greater
- pyGroupedTransforms 0.1.0 or greater
- NumPy 2.0.0 or greater
- SciPy 1.16.0 or greater