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:

Please refer to the GPR manual
for further details and to the online API
documentation as programming reference.

Contact Information and Contributing

Please submit bugs reports, feature requests, contributions and similar to
the GitHub issue tracker.

Up-to-date information is available at: https://mmottl.github.io/gpr