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pyGPs - A Python Library for Gaussian Process Regression and Classification

: Neumann, M.; Huang, S.; Marthaler, D.E.; Kersting, K.

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Journal of Machine Learning Research 16 (2015), S.2611-2616
ISSN: 1533-7928
ISSN: 1532-4435
Zeitschriftenaufsatz, Elektronische Publikation
Fraunhofer IAIS ()

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.