A repository where I keep the Machine Learning algorithms I've written in C++. This is mostly based on the algorithms I've written previously in Python at this repo.
One of the goals of starting this little exploration was getting to work with the Eigen library. I'm still wrapping my head around it, so this might not be the prettiest Eigen code you've ever seen.
The code assumes that Eigen is available on ./Eigen.
To compile the code, use g++ -I ./Eigen file.cpp and then run a.out. You might also want to turn on optimizations, as per the recommendations of the Eigen developers.
If you have Eigen installed system-wide, just change the includes and remove the -I flag from the compiler invocation.
BSD 2-clause.