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This is a continuation of PR #1763 and #4053, to add Gaussian Naive Bayes. This is supposed to be merged after #4053 Here is a comparison of cuML and SKLearn performance on Gaussian NB. This is done using a synthetic dataset generated by make_regression. The GPU used is a RTX 8000, and the CPU is i9-10920X @ 3.50GHz ![gaussian](https://user-images.githubusercontent.com/9810050/126572439-8982faa8-5ad1-4bca-91ab-76704050bf33.png) Linking issue #1666 Authors: - Micka (https://github.com/lowener) - Corey J. Nolet (https://github.com/cjnolet) Approvers: - Corey J. Nolet (https://github.com/cjnolet) URL: #4079
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