[SciPy-dev] SciPy improvements

[Bill Baxter]

On 4/13/07, Matthieu Brucher <matthieu.brucher at gmail.com> wrote:
>
> > The project page mentions SVM.  In addition to SVM I'm interested in
> > things like PPCA, kernel PCA, RBF networks, gaussian processes and
> > GPLVM.  Are you going to try to go in the direction of a modular
> > structure with reusable bits for for all kernel methods, or is the
> > plan to targeted specifically SVM?
>

> Don't scipy have SVMs already ? Perhaps not as modularized at it could be ?

It might have something in sandbox, but as far as I'm concerned 'in
scipy.sandbox' is synonymous with 'not in scipy'.

> PPCA is PCA IIRC (Tipping 97, it's part of my Phd thesis),

Yes, pretty much so, just with some variances added into the diagonal
of the matrix at the right place.

> KPCA is not a big
> deal if kernels are in a module, and if they have a method taking 2
> arguments.

Right.  Low level kernel stuff in reusable lib makes a lot of sense.
If there were a lib of functions with common kernels and their
derivatives and possibly even 2nd derivatives, that would cover a lot
of territory.  (I could use some 2nd derivatives right now...)

--bb