New Repo: ddd


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ddd, which stands for Delaunay Density Diagnostic, implements algorithms described in a numerical analysis paper. The abstract follows:

Accurate approximation of a real-valued function depends on two aspects of the available data: the density of inputs within the domain of interest and the variation of the outputs over that domain. There are few methods for assessing whether the density of inputs is \textit{sufficient} to identify the relevant variations in outputs – i.e., the “geometric scale” of the function – despite the fact that sampling density is closely tied to the success or failure of an approximation method. In this paper, we introduce a general purpose, computational approach to detecting the geometric scale of real-valued functions over a fixed domain using a deterministic interpolation technique from computational geometry. Our algorithm is based on the observation that a sequence of piecewise linear interpolants will converge to a continuous function at a quadratic rate (in L2 norm) if and only if the data are sampled densely enough to distinguish the feature from noise. We present numerical experiments demonstrating how our method can identify feature scale, estimate uncertainty in feature scale, and assess the sampling density for fixed (i.e. static) datasets of input-output pairs. In addition, we include analytical results in support of our numerical findings and will release lightweight code that can be adapted for use in a variety of data science settings.