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PyMC3
Probabilistic programming in Python
...A Gaussian process (GP) can be used as a prior probability distribution whose support is over the space of continuous functions. PyMC3 provides rich support for defining and using GPs. Variational inference saves computational cost by turning a problem of integration into one of optimization. PyMC3's variational API supports a number of cutting edge algorithms, as well as minibatch for scaling to large datasets.
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