AI RESEARCH

Fitting scattered data with optional monotonicity constraints on GPU: LipFit package

arXiv CS.LG

ArXi:2606.04670v1 Announce Type: cross This paper presents a method of multivariate scattered data interpolation and approximation that produces optimal Lipschitz-continuous approximation, subject to the desired monotonicity constraints. This method relies on tight upper and lower approximations to the data, and is similar in its spirit to the nearest-neighbour approximation but does not suffer from discontinuities. Local Lipschitz interpolation and Lipschitz smoothing are also presented. This approach falls under the umbrella of instance-based approximation with no.