In today’s world, where Deep Learning is used for most Machine Learning applications, Interpretability has become paramount in real-world applications. Model’s Interpretability is crucial to…

Smoothing splines provide a powerful and flexible means for nonparametric estimation and inference. With a cubic time complexity, fitting smoothing spline models to large data is computationally prohibitive. In this paper, we use the theoretical optimal eigenspace to derive a low rank approximation of the smoothing spline estimates. We develop a method to approximate the eigensystem when it is unknown and derive error bounds for the approximate estimates. The proposed methods are easy to implement with existing software. Extensive simulations show that the new methods are accurate, fast, and compares favorably against existing methods.

A comprehensive methodology is provided for smoothing noisy, irregularly sampled data with non-Gaussian noise using smoothing splines. We demonstrate how the spline order and tension parameter can be chosen \emph{a priori} from physical reasoning. We also show how to allow for non-Gaussian noise and outliers which are typical in GPS signals. We demonstrate the effectiveness of our methods on GPS trajectory data obtained from oceanographic floating instruments known as drifters.