Suppose I want to fit a linear model to non-linear rational features. Something like RationalTransformer
instead of SplineTransformer
in Scikit-Learn, that uses a basis of rational functions. The domain of my raw features before being transformed are (theoretically) unbounded non-negative numbers, such as "time since X happened", "total time spent on the website", or "bid in an auction".
So here is the question: where would you put the poles? Why?
Note, I'm not aiming on fitting one rational curve, so algorithms in the spirit of AAA are irrelevant. I'm aiming at a component I can use in a pipeline that transformes features before model fitting, such as MinMaxScaler
or SplineTransformer
in scikit-learn.
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