Ariadne: F# library for Gaussian processes

Ariadne is an F# library for Gaussian process regression. More information is available in the documentation.

The library is developed by Evelina Gabasova.

Future goals

• Implement other methods for hyperparameter optimization, for example stochastic gradient descent and conjugate gradients.

• Implement sparse methods for fitting Gaussian processes which allow applications to larger datasets.

• Add other covariance functions.