.NET Core implementation of Gaussian Processes

Exploration:

var kernel = new GaussianKernel(0.25, 1);
var model = new Model(kernel, 0, 8, 800, ObjectiveFunction);
var output = model.Explore(14);

Search For Min/Max:

Expected Improvement Utility Function:

var kernel = new GaussianKernel(0.25, 1);
var model = new Model(kernel, 0, 8, 800, ObjectiveFunction);
var output = model.FindExtrema(Goal.Max, 14);

Authors

Pavel koryakin koryakinp@koryakinp.com

License

This project is licensed under the MIT License - see the LICENSE.md for details.

Acknowledgments

• Nando de Freitas, Machine learning - Gaussian processes
• Katherine Bailey, Gaussian Processes for Dummies