Re: RBF Toolbox?

[Jordi Gutiérrez Hermoso]

2010/4/22 Mike B. <address@hidden>:

> I am interested in interpolation from scattered data, dimension
> (number of components per vector) can be as high as 200. Ideally,
> the toolbox would allow to select from several types (multiquadric,
> linear, Gaussian, inverse multiquadric etc.) and would calibrate any
> hyper-parameters (such as the free coefficient in MQ and IMQ), say,
> by cross-validation. The DACE toolbox calibrates the Kriging
> hyper-parameters by maximum likelihood.

This sounds fairly simple to implement, except I don't know what
cross-validation is. I thought picking the right parameters for the
RBFs was still a dark art. Also, what's a linear RBF? Do you mean the
polynomial/conical RBFs? Got a reference for me?

In the unlikely case you could find my C++ code useful, which a
fortiori is GPLv3 since I linked to the GSL, allow me some
self-promotion:

     http://inversethought.com/hg/hgwebdir.cgi/kwantix/

Thanks,
- Jordi G. H.