egobox-gp
| Crates.io | egobox-gp |
| lib.rs | egobox-gp |
| version | 0.21.0 |
| source | src |
| created_at | 2022-04-12 13:39:34.897724 |
| updated_at | 2024-07-09 15:39:30.155267 |
| description | A library for gaussian process modeling |
| homepage | |
| repository | https://github.com/relf/egobox |
| max_upload_size | |
| id | 566436 |
| size | 215,947 |
Rémi Lafage (relf)
documentation
README
Gaussian processes
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