Epsilon

Epsilon is a minimal C library for machine learning and statistics. No dynamic memory allocation, online algorithms, easy to use and extend.

Planned:

• CSV reading
• Feature hashing
• Passive-aggressive regression/classification
• More metrics

Getting started

Build with Meson:

meson setup builddir
meson test -C builddir

See examples/ for usage.

Algorithms

• Xorshift: PRNG
• FNV hash: Feature hashing
• Welford's method: Online mean/variance
• Fast Walsh-Hadamard Transform: O(n log n) transform
• Passive-aggressive learning (planned)
• Online learning utilities (planned)
• More metrics (planned)

License

BSD 3-Clause License. See LICENSE.