gpytorch
https://github.com/cornellius-gp/gpytorch
Python
A highly efficient implementation of Gaussian Processes in PyTorch
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- Issues
- Using SVGPs with correlated input uncertainties
- Variational Distribution parameterized by a NN
- [Bug] MultitaskGP works with up to 3 outputs but fails with 4+ outputs
- support for non-stationary GP
- [Feature Request] Verbose Settings
- [Bug] Memory Usage when Backpropping wrt Model Inputs
- SCG method in GPyTorch
- [Bug] MultitaskGaussianLikelihood converges to a suboptimal result with increasing data
- [Experimental] Derivative Kernel
- [Feature Request] Add Laplacian Kernel
- Docs
- Python not yet supported