This is a simple implemention of Gaussian Process Regression in C++. Most of the code is translate from sklearn library and GPy library. See https://scikit-learn.org/stable/modules/generated/sklearn.gaussian_process.GaussianProcessRegressor.html and https://gpy.readthedocs.io/en/deploy/ for reference.
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This is a simple implemention of Gaussian Process Regression in C++.
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