Interactive Visualization of Gaussian Processes

• friedrich

  2 50 0.0 Rust

  A Rust implementation of Gaussian Process regression.

For me the good reason to use gaussian regression is the fact that you get an uncertainty on the output.

The big downside is that it takes expert knowledge (to design a proper kernel) and a solid implementation (to avoid the various numerical problems they can produce) to apply them to practical problem. Most implementation either break down very quickly or are not flexible enough for my taste.

I have a Rust implementation [0] which tries to help with the flexibility aspect but it is still very far from perfect.

[0]: https://github.com/nestordemeure/friedrich

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