gpytorch
https://github.com/cornellius-gp/gpytorch
Python
A highly efficient implementation of Gaussian Processes in PyTorch
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- Issues
- Using RBFKernelGrad for 2D output
- slight improvements to IndexKernel for the rank == 0 (diagonal) case
- [Feature Request] HalfNormal Prior
- [Bug] All available CPUs/RAM are used during prediction phase using NGD
- Convolutional Kernel
- Variational GP with derivatives and monotonic gp
- [Feature Request] Add batch_shape property to GP models
- [Feature Request] Simultaneous validation prediction during exact marginal log likelihood calculation
- [RFC, WIP]: Remove evaluate kernel
- Parameterize IndexKernel by Cholesky factor of correlation matrix if full rank
- Docs
- Python not yet supported