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- Description:
pyGPs is a Python project for Gaussian process (GP) regression and classification for machine learning.
pyGPs is an object-oriented implemetation of GP regression and classificaion additionally supporting useful routines for the practical use of GPs, such as cross validation functionalities for evaluation as well as basic routines for iterative restarts for the GP hyperparameter optimization.
Note, there is also a procedural implementation of GPs (pyGP_PR) which follows structure and functionality of the gpml matlab implementaion by Carl Edward Rasmussen and Hannes Nickisch (Copyright (c) by Carl Edward Rasmussen and Hannes Nickisch, 2013-01-21). This version can be downloaded via this link: https://github.com/marionmari/pyGP_PR/archive/v1.1.tar.gz.
Future extensions will be designed for pyGPs. pyGP_PR will be maintained as it is now.
- Changes to previous version:
Changelog pyGPs v1.3
October 19th 2014
documentation updates:
- DOC: model.fit() is now named model.getPosterior
- DOC: typo fixed: cov.LIN changed to cov.Linear
- DOC: removed cov.Periodic() in demos because its limited in 1-d data.
- API file updated accordingly
structural updates:
- removed unused ScalePrior attribute in most inference method
- added function jitchol, which added a small jitter(instead of doing Cholesky decomposition directly) to the diagonal when the kernel matrix is ill conditioned.
- thrown error when using periodic covariance functions for non-1d data. We also removed cov.Periodic() in demos because its limited usage.
- combined equally spaced positions of inputs as test positions as well in plot methods to get a more accurate plotting.
- rename model.fit() to model.getPosterior(), while model.optimize() stays the same. (since it is confusing for some users that the name fit() is not doing optimizing.)
- BibTeX Entry: Download
- Supported Operating Systems: Platform Independent
- Data Formats: Numpy
- Tags: Classification, Regression, Gaussian Processes
- Archive: download here
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