PyGPs - A python library for Gaussian process regression and classification

Marion Neumann, Shan Huang, Daniel E. Marthaler, Kristian Kersting, Antti Honkela

Research output: Contribution to journalArticlepeer-review

24 Scopus citations

Abstract

We introduce pyGPs, an object-oriented implementation of Gaussian processes (GPS) for machine learning. The library provides a wide range of functionalities reaching from simple GP specification via mean and covariance and GP inference to more complex implementations of hyperparameter optimization, sparse approximations, and graph based learning. Using Python we focus on usability for both "users" and "researchers". Our main goal is to offer a user-friendly and flexible implementation of GPS for machine learning.

Original languageEnglish
Pages (from-to)2611-2616
Number of pages6
JournalJournal of Machine Learning Research
Volume16
StatePublished - Dec 2015

Keywords

  • Gaussian processes
  • Python
  • Regression and classification

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