Thanks everyone for the comments and pointers to code. I have coded up a 
simple example, fitting y=sin(x) + error, and the results very good, enough 
so that I'll certainly be investigating further with larger scale problems. 
I may try to use one of the existing packages, but it may be convenient to 
use the MPI package to distribute the training data, as I have a 32 core 
machine. If I come up with some interesting code, I'll post it here.

Reply via email to