gpytorch
https://github.com/cornellius-gp/gpytorch
Python
A highly efficient implementation of Gaussian Processes in PyTorch
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- Issues
- Issue with log likelihood calculation for straightforward multioutput GP example
- y prediction value
- [Bug] Regression on classification labels fails if I use KeOps without `ScaleKernel`
- Add quadratic-type means & implement linear operations for means
- Hadamard multi-task GP using DGP, Is it possible?
- [Bug] Memory leak when using `set_train_data` with autograd enabled
- Check shape compatibility of priors and parameters
- Add example notebooks for heteroskedastic likelihoods
- Add performance tests, memory tests
- least_used_cuda_device does not take global utilization into account
- Docs
- Python not yet supported