gpytorch
https://github.com/cornellius-gp/gpytorch
Python
A highly efficient implementation of Gaussian Processes in PyTorch
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- Issues
- Raise error if "initialize" method is called in eval mode.
- [Question] Extract one GP from Hadamard Multitask
- [Docs]Is there a example script to train a GP layer on top of LSTM
- interpretation of scale parameter as variance?
- Bayesian GPs with pyro (NUTS) - example notebook crashes when jit_compile=True
- Make likelihoods robust to noise-free input data
- Add Functional Kernel Learning
- Latent GP with random effects?
- Large negative eigenvalues in covariance matrices with CUDA and torch==1.9.1 in batch mode
- [Question] Scalability of multitask GP with >1000 tasks
- Docs
- Python not yet supported