Project link: github.com/Clpr/AdaptiveSG.jl
This package provides object-oriented API to define, train, evaluate and adapt multi-linear Adaptive Sparse Grid (ASG) interpolations. It can be used to solve high-dimensional discrete/continuous time models; perform high-dimensional non-parametric estimations; and help with other high-dimensional numerical exercises.
This package has been registered at Julia’s general registry. To install it, simply run:
pkg> add AdaptiveSG.jl