gpytorch
https://github.com/cornellius-gp/gpytorch
Python
A highly efficient implementation of Gaussian Processes in PyTorch
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- Issues
- num_dims / batch mode issue with Additive KISS-GP
- Implement PermutationLazyTensor
- Interface for efficiently computing posteriors over train + test inputs
- [Question] Support for hierchical prior
- [Bug] Fix Bad Numerics in Wishart Prior
- Wendland kernel
- Speed up through sparse kernel gram matrix (wendland kernel)
- Get variational batch shape from variational distribution
- MVN with tensor __add__ and __mul__ [Feature Request]
- [Docs] Get started with DeepGPs regression
- Docs
- Python not yet supported