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python library for function approximation

Can anyone suggest me some python library for function approximation. I tried to use polyfit(), but it did not give me good results. I wrote my own small function for linear regression with one variable. But now I need more complicated approximation. I need to approximate nonlinear function of a few arguments
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Have you tried applying multilayer percetron neural network? Depending on the problem, it could be a good choice. And it is very well documented.

PyBrain has only neural network implementations. For linear regression, you can use either sklearn or scipy, both of them provide linear regression models (but I've never used anyone for this kind of task, so I don't know which one is best suited for your problem).

If you are going to apply support vector machines, it is very interesting to study about the behavior of the data you are working with. That can help you a lot when choosing the best kernel method. ..
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