GPRust

GPRust is a naive implementation of Gaussian Process Regression (GPR) using Rust.

Demo

git clone [email protected]:KentaKato/GPRust.git
cd gprust
cargo run

After running these commands, GPRust will perform Gaussian Process Regression on a predefined dataset, and the results will be saved as a visual plot.

The regression output is saved in gprust/images/plot.png.

Hyperparameters optimization

The hyperparameters of the kernel function are optimized using grid search and maximum likelihood estimation.