https://github.com/petarv-/gp

Simple C++ library for Gaussian process regression
https://github.com/petarv-/gp

c-plus-plus gaussian-processes regression

Last synced: 5 months ago
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Simple C++ library for Gaussian process regression

• Host: GitHub
• URL: https://github.com/petarv-/gp
• Owner: PetarV-
• License: mit
• Created: 2017-02-25T23:07:17.000Z (over 8 years ago)
• Default Branch: master
• Last Pushed: 2017-02-27T03:01:16.000Z (over 8 years ago)
• Last Synced: 2025-04-19T14:35:22.617Z (6 months ago)
• Topics: c-plus-plus, gaussian-processes, regression
• Language: C++
• Homepage:
• Size: 19.5 KB
• Stars: 7
• Watchers: 2
• Forks: 7
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

          
# gp

Simple C++ library for Gaussian process regression

![](https://www.dropbox.com/s/z237fbywnjuu6yh/GP.png?raw=1)

(Source code producing this plot may be found in `demo.cpp`)

## About

I decided to build this library from a low-level standpoint, hoping to become more familiar with the inner workings of GPs. There are several TODOs, and the implementation is definitely not fit for proper deployment (especially in terms of numerical stability), but I am rather happy with the progress I made on it so far.

## License

MIT