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Re: 8 independent variable curve fitting.


From: Juan Pablo Carbajal
Subject: Re: 8 independent variable curve fitting.
Date: Tue, 2 Jun 2015 09:21:17 +0200

On Mon, Jun 1, 2015 at 10:41 PM, Doug Stewart <address@hidden> wrote:
> I have a problem that has 8 independent variables and one output.
> We have taken 400 samples and now want to fit an equation to these data
> points.
> Some of the relation ships are nonlinear.
> Which octave function should I use to do the curve fitting?
>
>
> --
> DAS
>
>
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Doug, depending on the complexity of those relationships 400 samples
could be too little.
Can you compress the input space? (PCA or other embedding)
You can try kernel regression on your data using either gp_regress.
There is also octgpr (http://octave.sourceforge.net/octgpr/) package
or STK (http://kriging.sourceforge.net/htmldoc/). I haven't used any
of them so if you have comments or question it would be a nice
opportunity for me to take a look.

Finally there is gpml, it should be easy to use (but probably hard to
master) http://www.gaussianprocess.org/gpml/code/matlab/doc/



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