Monotonic smoothing of noisy data

Similar ideas to what is described here are achieved by P Splines and Shape Constrained Additive Models.

Originally shared by @slwu89 at How to embed expert knowledge /constraints in ML training? - #7 by slwu89.

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@RoyiAvital, thank you for the references.
I’ve also found the GeneralizedSmoothingSplines.jl package that allows setting spline constraints (upper/lower bounds and/or monotonicity).
The :increasing constraint produces the following result:

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