gpytorch
https://github.com/cornellius-gp/gpytorch
Python
A highly efficient implementation of Gaussian Processes in PyTorch
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- Issues
- Implement Hadamard Gaussian noise
- [RFC, WIP]: Remove evaluate kernel
- [Docs] Questions about multitask models
- Multi Process GPU Training [Feature Request]
- add combine_terms option to exact MLL
- Beginning infrastructure for Vecchia GP's
- [RFC] "Unrolled" representation of multi-task MVN
- [Question] Using `GPyTorch` with a distance matrix or covariance matrix as input
- [Docs] Way to model heteroskedastic noise?
- How to implement multiple restarts in GPytorch - ML-II training
- Docs
- Python not yet supported