I have function defined in an n-dimensional space which I represent with (X,Y), where X is an array of size mxn containing the input features and Y an array of size mx1 containing the output. So there are m points in an d-dimensional space with m >> n.
I would like to smooth the values of Y (output). In the case of 1 or 2 dimensions I would probably use smoothed splines. In the case of n dimensions I do not really know... I thought about the median filter in scipy (median_filter), but it is not clear to me how to find neighbours in X and fetch the corresponding values in Y to compute the median.
Any ideas? Thanks!