Multivariate Adaptive Regression Splines might fit the bill? Implemented for python as py-earth: https://github.com/scikit-learn-contrib/py-earth.
That looks massively more complex than I was thinking for my use case. And it seems to be a fit, rather than exactly matching a subset of points. but as I think about it, for my use case, it might actually work well.
I'll give it a try -- thanks!
-CHB
_______________________________________________
On 6/2/21 2:22 AM, Chris Barker wrote:
Do any of you know of code for finding an optimum linear piecewise fit to a set of points?
Somethin like what is described in this article:
At a glance, that looked just hard enough to code up that I'm hoping someone has already done it :-)
-CHB
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