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kriggie

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

If you're looking for a fuller featured GP library:

  • 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!

References

  1. Williams, C.K. and Rasmussen, C.E., 2006. Gaussian processes for machine learning Cambridge, MA: MIT press.
  2. Hensman, J., Matthews, A. and Ghahramani, Z., 2015. Scalable variational Gaussian process classification.

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Gaussian Processes in PyTorch

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