gpytorch
https://github.com/cornellius-gp/gpytorch
Python
A highly efficient implementation of Gaussian Processes in PyTorch
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- Issues
- Adding support for load_state_dict with assign=True for priors of Transformed distributions
- reduce linear operator overhead in exact marginal log likelihood computation
- [Bug] Memory leak when using ExactGP module
- FixedNoiseGaussianLikelihood Noise Not Handled Correctly for LikelihoodLists
- [Bug] Default noise constraint may be incompatible with some priors
- [Bug] Shape Error in UnwhitenedVariationalStrategy During Batch Prediction
- [Bug] MultiDeviceKernel breaks for non-exact GP regression
- Adding ordinal likelihood
- [Feature Request] Recovering latent GP in LMC MOGP
- [Docs] Multi-task (multi-classification + regression)
- Docs
- Python not yet supported