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Gaussian process code with C compiled kernel functions that have sparse matrix support

Project description

Gaussian Process API

Some ground work for Gaussian Processes / storing to HDF5 in a clean API.

For use examples, check out the Jupyter notebooks!

Installation:

Method 1:

This will only work with python 3.7+, and on a computer with cholmod installed (suitesparse, libsuitesparse-dev, etc...).

python3 -m pip install gaussian-process-api

Method 2:

This should work on any computer with anaconda:

conda create --name gp-api python=3.9
conda activate gp-api
conda install -c conda-forge scikit-sparse
python3 -m pip install gaussian-process-api
python3 -m pip install --upgrade ipykernel
python3 -m ipykernel install --user --name "gp-api" --display-name "gp-api" # For jupyter 

Contributing

We are open to pull requests.

If you would like to make a contribution, please explain what changes you are making and why.

License

MIT

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