In many applications of regression, one is concerned with the efficiency of the estimated function in addition to the accuracy of the regression. For efficiency, it is common to represent the estimated function as a rectangular lattice of values-a lookup table (LUT)-that can be linearly interpolated for any needed value. Typically, a LUT is constructed from data with a two-step process that first fits a function to the data, then evaluates that fitted function at the nodes of the lattice. We present an approach, termed lattice regression, that directly optimizes the values of the lattice nodes to minimize the post-interpolation training error. Additionally, we propose a second-order difference regularizer to promote smoothness. We demonstrate the effectiveness of this approach on two image processing tasks that require both accurate regression and efficient function evaluations: inverse device characterization for color management and omnidirectional super-resolution for visual homing.