OCaml-GPR - Efficient Gaussian Process Regression in OCaml

This OCaml-library, which also comes with an elaborate example application, implements some of the newest approximation algorithms (e.g. SPGP) for scalable Gaussian process regression for arbitrary covariance functions. Here is an example graph showing the fit of such a sparse Gaussian process to a nonlinear function:

Sparse Gaussian Process

Please refer to the GPR manual for further details and to the online API documentation as programming reference.

Contact Information and Contributing

Please submit bugs reports, feature requests, contributions and similar to the GitHub issue tracker.

Up-to-date information is available at: https://mmottl.github.io/gpr