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fabsig/GPBoost

A C++ library for tree-boosting and Gaussian process regression with mixed-effects models.

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GPBoost is a machine learning library enabling both independent use and combination of tree-boosting, Gaussian processes, and mixed-effects models (latent Gaussian variable models). It is implemented predominantly in C++ with C interface, and exposes Python and R packages for integration. The library implements the GPBoost algorithm documented in Sigrist (2022, JMLR).

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