egobox-gp

Crates.ioegobox-gp
lib.rsegobox-gp
version0.24.0
sourcesrc
created_at2022-04-12 13:39:34.897724
updated_at2024-11-12 16:05:33.378576
descriptionA library for gaussian process modeling
homepage
repositoryhttps://github.com/relf/egobox
max_upload_size
id566436
size219,456
RĂ©mi Lafage (relf)

documentation

README

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

Commit count: 518

cargo fmt