The fcv package is a fast implementation for evaluating the ordinary cross-validation score and the generalized cross-validation score in various settings.
- The
demos/demo_*scripts create the figures from the paper below - The
demos/demo_ad_*scripts use the combination of the fast evaluation with the a minimization technique to provide a automatic denoising scheme
- the equispaced and rank-1 lattice examples on the torus and chebyshev example on the unit interval work out of the box
- for the other scripts we need the
nfft-library- for Matlab we need the
--with-matlab=PATH_TO_MATLABflag - for Octave we need the
--with-octaveflag - for the scripts on the unit interval we need additionally the
--enable-ndctflag - for the scripts on the two-dimensional sphere we need the
--enable-nfsftflag and themtextoolbox for the quadrature grid, Voronoi weights, and the plotting - for the scripts on the rotation group we need the
--enable-nfsoftflag and themtextoolbox for the demos
- for Matlab we need the
- after you have all libraries just run
fcv_install('t'),fcv_install('i'),fcv_install('s2'), orfcv_install('so3') - if you didn't install the libraries in
~/repo/you additionally have to specify theirs paths withfcv_install('s2',nfft_path,mtex_path)
If you use fcv in your work, please cite the following:
@article{,
author = {Felix Bartel and Ralf Hielscher and Daniel Potts},
title = {Fast Cross-validation in Harmonic Approximation},
year = {2019},
eprint = {arXiv:1903.10206},
}