[SciPy-dev] SciPy improvements

[Robert Kern]

Bill Baxter 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?

On that note, I have some Gaussian process code in a Mercurial repository here
(click the "manifest" button to browse the source):

  http://www.enthought.com/~rkern/cgi-bin/hgwebdir.cgi/gp/

It's based on the treatment by Rasmussen and Williams:

  http://www.gaussianprocess.org/gpml/

The covariance functions I implement there might be useful in other methods, too.

-- 
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