gpytorch
https://github.com/cornellius-gp/gpytorch
Python
A highly efficient implementation of Gaussian Processes in PyTorch
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- Issues
- Sparse lazy tensor and SKI weight matrix W
- Sampling from MultivariateNormal with Lanczos
- [Bug] Spectral mixture kernel implementation
- [Bug] Negative variances obtained for reasons I do not understand
- [Bug] model.cpu() does not move the caches, leading to device error
- add combine_terms option to exact MLL
- Independent GP Inputs
- Matrix not PD issue in Variational GP Multiple Inputs/Outputs with Non-stationary kernel.
- [Bug] GP Predictions on GPU are extremely noisy for small likelihood noise
- [Bug] Double batched input crashes multi output GP
- Docs
- Python not yet supported