.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.