Telescopes are much more expensive than astronomers, so it is essential to
minimize required sample sizes by using the most data-efficient statistical
methods possible. However, the most commonly used model-independent techniques
for finding the relationship between two variables in astronomy are flawed. In
the worst case they can lead without warning to subtly yet catastrophically
wrong results, and even in the best case they require more data than necessary.
Unfortunately, there is no single best technique for nonparametric regression.
Instead, we provide a guide for how astronomers can choose the best method for
their specific problem and provide a python library with both wrappers for the
most useful existing algorithms and implementations of two new algorithms
developed here.Comment: 19 pages, PAS
