OCaml-GPR - Efficient Gaussian Process Regression in OCaml
This library implements some of the newest approximation algorithms (e.g. SPGP) to scalable Gaussian process regression in OCaml for arbitrary covariance functions. Here is an example graph showing the fit of a sparse Gaussian process to a nonlinear function:
Please refer to the GPR manual for further details.
Markus Mottl in Rutherford, NJ on July 08, 2012