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
Overview
GopPy (Gaussian Online Processes for Python) is a pure Python module providing a Gaussian process implementation which allows to add new data efficiently online. I wrote this module because all other Python implementations I knew did not support efficient online updates.
The feature list:
scikit-learn compatible interface.
Efficient online updates.
Prediction of first order derivatives.
Estimation of the log likelihood and its derivative.
Well documented.
MIT license.
Documentation
The documentation can be found at https://goppy.readthedocs.io/en/latest/.
Installation
You can install GopPy with pip:
pip install goppy
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