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#1334 in Machine learning

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325 downloads per month
Used in 3 crates

Apache-2.0

210KB
4.5K SLoC

Gaussian processes

crates.io docs

egobox-gp provides a Rust implementation of gaussian process regression. It is a Rust port of some kriging algorithms of the SMT Python library.

The big picture

egobox-gp is a library crate in the top-level package egobox.

Current state

egobox-gp currently provides a Gaussian Process implementation with the following features:

  • Regression model choice: constant, linear or quadratic
  • Correlation model (kernel) choice: squared exponential, absolute exponential, matern 3/2, matern 5/2
  • Handling of high dimensional problem using PLS (linfa-pls)

Examples

There is an usage example in the examples/ directory. To run, use:

$ cargo run --release --example kriging

License

Licensed under the Apache License, Version 2.0 http://www.apache.org/licenses/LICENSE-2.0

Dependencies

~14–33MB
~480K SLoC