AugmentedGaussianProcesses.jl is a Julia package in development for Data Augmented Sparse Gaussian Processes. It contains a collection of models for different gaussian and non-gaussian likelihoods, which are transformed via data augmentation into conditionally conjugate likelihood allowing for extremely fast inference via block coordinate updates. There are also more options to use more traditional variational inference via quadrature or Monte Carlo integration.

Features

  • Two GP classification likelihoods
  • Four GP Regression likelihoods
  • Two GP event counting likelihoods
  • One Multi-Class Classification Likelihood
  • Multi-Ouput models
  • More models in development

Project Samples

Project Activity

See All Activity >

License

MIT License

Follow AugmentedGaussianProcesses.jl

AugmentedGaussianProcesses.jl Web Site

Other Useful Business Software
Fully Managed MySQL, PostgreSQL, and SQL Server Icon
Fully Managed MySQL, PostgreSQL, and SQL Server

Automatic backups, patching, replication, and failover. Focus on your app, not your database.

Cloud SQL handles your database ops end to end, so you can focus on your app.
Start Free
Rate This Project
Login To Rate This Project

User Reviews

Be the first to post a review of AugmentedGaussianProcesses.jl!

Additional Project Details

Programming Language

Julia

Related Categories

Julia Data Visualization Software

Registered

2023-11-29