gpytorch
https://github.com/cornellius-gp/gpytorch
Python
A highly efficient implementation of Gaussian Processes in PyTorch
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- Issues
- Re-think conditions for switching from Cholesky to CG
- Fix some overly brittle deprecation warning tests
- mini-batch DKL training for multiple-output [Docs]
- [Bug] test_t_matmul_matrix fails
- [Bug] Incompatibility between delta dsitribution and unwhitened strategy in gpytorch.variational for fixed inducing points
- How to customise a finer-grained Hadamard GP?
- [Feature Request] Not Tensor type object as train_inputs for ExactGP
- Add input validation to LazyTensor constructors and methods
- Supporting known covariance across outcomes
- Additional Multitask GP Models
- Docs
- Python not yet supported