OMAR — Open Multivariate Adaptive Regression
Python package for discovering localised, linear structures in complex, high-dimensional datasets.
Stack: Python, Numba, Fortran, OpenMP
- Modernized version of the Multivariate Adaptive Regression Splines (MARS)
- Improved numerical efficiency, based on modern rank-one update strategies
- Optional Fortran acceleration with OpenMP parallelism for large datasets