gpytorch
https://github.com/cornellius-gp/gpytorch
Python
A highly efficient implementation of Gaussian Processes in PyTorch
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- Issues
- 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
- root_decomposition: Auto-switch to cholesky for small matrices
- [Test Failure] test_fantasy_updates_cuda
- Slow marginal posterior computations
- [Docs] Possible error in gpytorch.likelihoods.gaussian_likelihood comments
- [Feature Request] Memory-efficient additive kernels
- Docs
- Python not yet supported