AbstractGPs.jl
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JuliaGaussianProcesses
Abstract types and methods for Gaussian Processes.
As discussed in the JuliaGP meeting, we need a better unification of the whole ecosystem which could happen through a general website Right now we have [https://juliagaussianprocesses.github.io/](https://juliagaussianprocesses.github.io/), which contains only...
@theogf pointed out [here](https://github.com/JuliaGaussianProcesses/AbstractGPs.jl/pull/93#issuecomment-756046955) that we've got some missing examples, and @devmotion pointed out that some consolidation / extension of our existing examples would be helpful. Moreover, we've known for...
**NOT INTENDED FOR MERGE** This PR is meant to give an idea of what work is needed to allow AbstractGPs to run on GPU (although with no regard for performance)....
There are some example code snippets in the docs (particularly `docs/src/concrete_features.md`) which aren't run as doctests. As noted [here](https://github.com/JuliaGaussianProcesses/AbstractGPs.jl/pull/194#discussion_r686261164), some of these examples didn't even run, so it's probably worth...
As discussed elsewhere, there is some consensus that it would be very helpful to provide some kind of user-facing front-end which sits on top of the low-level researcher-focused functionality provided...
I have two `AbstractGPs.FiniteGP` instances fit with Optim. I want to know the difference between their predictions. One way to do this is to make predictions from each and take...
```julia # Load dataset. using HTTP, CSV, DataFrames, Dates link = "https://bit.ly/3vtTaW5"; r = HTTP.get(link); df = CSV.read(r.body, DataFrame; missingstring="NA"); using AbstractGPs, Plots X = 0:1.0:(length(df.date)-1) Y = df.value; XH...
Unless I'm missing something in the documentation it seems that the default implementations (at least for PosteriorGP) are quite allocation heavy, e.g. when computing the mean/covariance of a GP at...
Taken from [this issue](https://github.com/theogf/AugmentedGaussianProcesses.jl/issues/88#issuecomment-849919054_) in AugmentedGaussianProcesses.jl: > There seems to be no simple way of accessing observations in a PosteriorGP except via data.x and data.δ As there is a standard...
Hi, I came across the [POMDPs.jl Software paper](https://www.jmlr.org/papers/v18/16-300.html) and it reminded me of a point I had thought of before - what should "AbstractGP.jl" be? From the name, I had...
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Abstract types and methods for Gaussian Processes.