[SciPy-User] scipy.interpolate.rbf sensitive to input noise ?

Robert Kern robert.kern@gmail....
Wed Mar 3 15:15:14 CST 2010


On Tue, Feb 23, 2010 at 11:59,  <josef.pktd@gmail.com> wrote:
> On Tue, Feb 23, 2010 at 12:57 PM,  <josef.pktd@gmail.com> wrote:
>> On Tue, Feb 23, 2010 at 12:46 PM, Robert Kern <robert.kern@gmail.com> wrote:
>>> On Tue, Feb 23, 2010 at 11:43, denis <denis-bz-gg@t-online.de> wrote:
>>>> Robert, Josef,
>>>>  thanks much for taking the time to look at RBF some more.
>>>> Summary, correct me:
>>>>    A - smooth*I in rbf.py is a sign error (ticket ?)
>>>
>>> Not necessarily. It seems to work well in at least some cases. Find a
>>> reference that says otherwise if you want it changed.
>>
>> chapter 2 page 16, for gaussian process. As I said I don't know about
>> the other methods
>>
>
> http://docs.google.com/viewer?a=v&q=cache:qs8AaAxO6nkJ:www.gaussianprocess.org/gpml/chapters/RW2.pdf+gaussian+process+noise+Ridge&hl=en&gl=ca&pid=bl&srcid=ADGEESj4j8osT6cOIc65r3OaeAtQO_dzgZD4YxSAEkFTeRZajBcROJpJJ9zTlMSrD2OaK1iOJYgy8QqH_Nr0rNxf41faNihCdIzWyVOYxtCFIR7H8mdQZAKFoeaRkFamQlCKhp_s1FOI&sig=AHIEtbQK35MLfnZAySw3lF-dR_mNcSaP3w
>
> google links are very short, missed a part

I've found a couple of things on RBFs specifically that agree.
However, the original source on which our implementation is based does
subtract. He may have a source that uses a negative sign.

http://www.mathworks.co.uk/matlabcentral/fileexchange/10056-scattered-data-interpolation-and-approximation-using-radial-base-functions

Playing around, it seems to me that some of the radial functions
create smoother approximations with large positive values (with the
current implementation) while others create smoother approximations
with large negative values. It's possible that it's just a convention
as to which sign you use.

-- 
Robert Kern

"I have come to believe that the whole world is an enigma, a harmless
enigma that is made terrible by our own mad attempt to interpret it as
though it had an underlying truth."
  -- Umberto Eco


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