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Malliavin Regression

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Library extracted from the MalliavinDescent.ipynb notebook. Core functions live in src/malliavin_regression/. Examples moved to examples/.

🚀 Quick start

pip install "git+https://github.com/ElMehdiHaress/MalliavinRegression.git"
import malliavin_regression as mr
d = mr.generate_data(50, 20, noise_var=1, name_model="sinus", show=False)
print(type(d))

Example

python examples/demo.py

Layout

src/malliavin_regression/ # library code (no top-level execution)

examples/ # runnable demos

Learning in Hilber spaces.pdf #theory

tests/ # minimal pytest

License

MIT

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Gradient descents using Malliavin calculus

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