If you’re familiar with the Lagrange interpolation, you may know that it is used to construct the interpolation polynomial for a set of points in one dimension and if you’re not, no worries you can just watch these two videos (Video 1, Video 2) before proceeding. Our main focus today is using Lagrange interpolation in multilinear extensions. Don’t be overwhelmed by the upcoming formulas, you only need to understand what they do. We will provide you with a much simpler formula to use when dealing with MLEs at the end of the article, after understanding everything.