gpytorch
https://github.com/cornellius-gp/gpytorch
Python
A highly efficient implementation of Gaussian Processes in PyTorch
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- Issues
- Is it possible to build hierarchical GP regression models using GPyTorch?
- Sparse MultiTask Prediction
- [Feature Request] How to pass fixed noise covariance matrix
- Issues writing convolutional kernel
- Different lengthscales in different domains
- Grid kernel
- [Question] LOO-CV with CRPS
- Prediction is dependent on other predicted data points
- [Question] Implementing multi-output multi-task approximate GP
- [Bug] _permute_batch has wrong behavior in some instances with LazyEvaluatedKernelTensor
- Docs
- Python not yet supported