[SciPy-User] scipy.interpolate.rbf: how is "smooth" defined?

Gael Varoquaux gael.varoquaux@normalesup....
Mon Aug 30 11:01:41 CDT 2010


On Mon, Aug 30, 2010 at 11:57:47AM -0400, josef.pktd@gmail.com wrote:
> 1e-6 might be more like a minimum, in many cases it might need to be
> much larger. But it would be useful to have better heuristics than
> just trial and error.

I have not really been following the conversation (sorry), but are you
not talking about Tikhonov regularization of a covariance matrix? In
which case, I have had good experience using the Ledoit-Wolf approach to
setting the regularization factor.

I can provide numpy code for that, if needed.

Gaël


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