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Gumbi: Gaussian Process Model Building Interface

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Overview

Gumbi simplifies the steps needed to build a Gaussian Process model from tabular data. It takes care of shaping, transforming, and standardizing data as necessary while applying best practices and sensible defaults to the construction of the GP model itself. Taking inspiration from popular packages such as Bambi and Seaborn, Gumbi's aim is to allow quick iteration on both model structure and prediction visualization. Gumbi is primarily built on top of Pymc, though additional support for GPflow is planned.

Quickstart

Read in some data and store it as a Gumbi DataSet:

import gumbi as gmb
import seaborn as sns
cars = sns.load_dataset('mpg').dropna()
ds = gmb.DataSet(cars, outputs=['mpg', 'acceleration'], log_vars=['mpg', 'acceleration', 'weight', 'horsepower', 'displacement'])

Create a Gumbi GP object and fit a model that predicts mpg from horsepower:

gp = gmb.GP(ds)
gp.fit(outputs=['mpg'], continuous_dims=['horsepower']);

Make predictions and plot!

X = gp.prepare_grid()
y = gp.predict_grid()
gmb.ParrayPlotter(X, y).plot()

More complex GPs are also possible, such as correlated multi-input and multi-output systems. See the docs for more examples.

Installation

Via pip

pip install gumbi

Bleeding edge

pip install git+git://github.com/JohnGoertz/Gumbi.git@develop

Local developmenst

  • Clone the repo and navigate to the new directory
    • git clone https://gitlab.com/JohnGoertz/gumbi gumbi
    • cd gumbi
  • Create a new conda environment using mamba
    • conda install mamba
    • mamba install -f dev_environment.yaml
  • Install gumbi via pip in editable/development mode
    • From within the gumbi repo
    • pip install --editable ./
  • To update the gumbi module
    • From within the gumbi repo
    • git pull

Metadata

Release files for gumbi 0.4.1

For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.

Source distribution (sdist)

Source distribution for gumbi 0.4.1
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