GopPy (Gaussian Online Processes for Python) is a pure Python module providing a Gaussian process implementation which allows to efficiently add new data online.
Project description
GopPy (Gaussian Online Processes for Python)
GopPy (Gaussian Online Processes for Python) is a pure Python module providing a Gaussian process implementation which allows to efficiently add new data online. I wrote this module because all other Python implementations I know did not support efficient online updates.
The features include:
scikit-learn compatible interface.
Efficient online updates.
Prediction of first order derivatives.
Estimation of the log likelihood and its derivative.
Well documented.
MIT license.
The documentation can be found at http://goppy.readthedocs.org/en/latest/.
Installation
TODO
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