gpytorch
https://github.com/cornellius-gp/gpytorch
Python
A highly efficient implementation of Gaussian Processes in PyTorch
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- Issues
- Grid kernel
- [Question] LOO-CV with CRPS
- Prediction is dependent on other predicted data points
- [Question] Implementing multi-output multi-task approximate GP
- [Bug] _permute_batch has wrong behavior in some instances with LazyEvaluatedKernelTensor
- [Bug] Type error in multitask, large input for GridInterpolationKernel
- [Question] eval_cg_tolerance dramatic effect on variance
- Beginning infrastructure for Vecchia GP's
- SGPR's speed is abnormally slow when botorch is imported
- [Docs] Docs for constraints are missing
- Docs
- Python not yet supported