gpytorch
https://github.com/cornellius-gp/gpytorch
Python
A highly efficient implementation of Gaussian Processes in PyTorch
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- Issues
- Independent GP Inputs
- Matrix not PD issue in Variational GP Multiple Inputs/Outputs with Non-stationary kernel.
- [Bug] GP Predictions on GPU are extremely noisy for small likelihood noise
- [Bug] Double batched input crashes multi output GP
- [Feature Request] GPLVM: Learn LV X and allow to make prediction and reconstruction on unseen test data
- Unable to achieve convergence on both GPU and CPU
- Hadamard Multioutput GP With Mean & Kernel functions that vary by task
- [Feature Request] Implementing Gibbs' kernel
- [Bug] GPU Out of Memory with ProductKernel(GridInterpKernel())
- [Bug] Diag() on MatmulLazyTensor using RootLazyTensors is expensive
- Docs
- Python not yet supported