A playground for me to for GPs (Gaussian Processes [1]) in PyTorch! In fact we don't actually even have a plain GP implementation in here currently -- just an SVGP [2].
PyTorch 1.1, Python 3.6
- GPflow Python/TensorFlow. A lot of the design of this library is inspired by this project. I have found this a great library to use!
- GPML Matlab
- GPy Python/Numpy
- GPytorch Python/PyTorch.
- pygp Python/Numpy
- Pyro Python/PyTorch
- Stheno.jl Julia
Among many others!
- Williams, C.K. and Rasmussen, C.E., 2006. Gaussian processes for machine learning Cambridge, MA: MIT press.
- Hensman, J., Matthews, A. and Ghahramani, Z., 2015. Scalable variational Gaussian process classification.