F# library for Gaussian process models
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Ariadne: F# library for Gaussian processes

Ariadne is an F# library for Gaussian process regression. More information is available in the documentation.

The library is developed by Evelina Gabasova.

Gaussian process regression

Future goals

  • Implement other methods for hyperparameter optimization, for example stochastic gradient descent and conjugate gradients.

  • Implement sparse methods for fitting Gaussian processes which allow applications to larger datasets.

  • Add other covariance functions.