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Regime inference #11

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nmheim opened this issue Jul 31, 2024 · 0 comments
Open

Regime inference #11

nmheim opened this issue Jul 31, 2024 · 0 comments

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@nmheim
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nmheim commented Jul 31, 2024 •
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Currently, regime inference only works on one variable at a time. This should be fixed either by generalizing Regimes / infer_regimes to work on higher dimensional points (not just scalars) like herbie does. Otherwise it might be doable via something like piecewise classification as sketched here.

Additionally, the fine tuning of the inferred regimes is missing.
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@nmheim