gpytorch
https://github.com/cornellius-gp/gpytorch
Python
A highly efficient implementation of Gaussian Processes in PyTorch
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- Issues
- Use SM kernel in Fully Bayesian GPs show errors
- [Bug] CG terminated in 1000 iterations warning
- [Feature Request] Sparse lazy tensor for SKI wights
- [Question] Using `GPyTorch` with a distance matrix or covariance matrix as input
- [Bug] Different nan handling under GPU and CPU
- [Bug] JIT compile for ExactGP fails with TracingCheckError for 500+ observations
- [bug] SVDKL demo error
- [Docs] Way to model heteroskedastic noise?
- How to implement multiple restarts in GPytorch - ML-II training
- [Bug] Sampling from priors doesn't match shape of hyperparameters
- Docs
- Python not yet supported