Summary: Efficient Gaussian Process Regression in OCaml

Description:
This OCaml-library, which also comes with an elaborate example application,
implements some of the newest approximation algorithms (e.g. SPGP) for
scalable Gaussian process regression for arbitrary covariance functions.

Here is an example graph showing the fit of such a sparse Gaussian process
to a nonlinear function:
http://cdn.bitbucket.org/mmottl/gpr/downloads/fit.png

Maintainer: nobody