GopPy (Gaussian Online Processes for Python) is a pure Python module providing a Gaussian process implementation which allows to add new data efficiently online. I wrote this module because all other Python implementations I knew did not support efficient online updates.

The feature list:

• scikit-learn compatible interface.
• Efficient online updates.
• Prediction of first order derivatives.
• Estimation of the log likelihood and its derivative.
• Well documented.
• Good test coverage.
• Supports Python 2.6, 2.7, 3.3, 3.4, and 3.5. Later versions are likely to work as well.
• MIT license.

The documentation can be found at https://goppy.readthedocs.io/en/latest/.

You can install GopPy with pip:

pip install goppy

Or you download the latest source distribution from PyPI, extract it and run:

python setup.py install