Lecture 10 - Kernel/RBF Interpolation

Описание к видео Lecture 10 - Kernel/RBF Interpolation

Here we talk about a different kind of interpolation using what are called kernels as our basis for interpolation. This is a somewhat contemporary topic in approximation theory.

Music:
Flames by Dan Henig
Flowers in Heaven by Craig Hardgrove
Chomber by Craig Hardgrove
Guardians + Tek by Craig Hardgrove

0:00 Start
5:45 Whiteboard Start - Kernel Interpolation (Kernel Definition)
11:55 Example - Exponential Dot Product Kernel
14:41 Example - Gaussian RBF Kernel
17:25 Parameter Discussion
21:10 Interpolation with Kernels
23:40 System of Equations Approach (Vandermonde-like)
28:34 Gram Matrix Inversion
29:54 Closing Remarks

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