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.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);

Alt Text

Search For Min/Max:

Expected Improvement Utility Function:

Alt Text

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

Alt Text

Authors

Pavel koryakin [email protected]

License

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

Acknowledgments