May 6, 2023, 3:12:59 PMMay 6
I wonder if I could model a penalized spline (P-Spline) regression
problem with ceres. For penalized splines, the cost function has an
extra regularization term of the form
where D is a matrix operator applied to the spline coefficient vector
x that computes, say, its second order divided differences. lambda
controls the smoothness of the final fit. The question is: can ceres
model this term?