spark-gp

Gaussian Process Regression and Classification on Apache Spark.

The thing works in linear time.

Setting up a learner looks like

val gp = new GaussianProcessRegression()
  .setDatasetSizeForExpert(100)
  .setActiveSetSize(1000)
  .setSigma2(1e-4)
  .setKernel(() => 1 * new ARDRBFKernel(5) + 1.const * new EyeKernel)

Check out the Regression and Classification examples.