hetGPy: Heteroskedastic Gaussian Process Modeling in Python

DOI PyPI Downloads PyPI version

hetGPy is a Python implementation of the hetGP R library. Please see our JOSS paper for an in-depth introduction to the package.

This package has the goals of:

  • Matching the behavior of the R package
  • Having minimal Python and external dependencies, which are:
    • numpy and scipy for computations
    • matplotlib for visualization
    • joblib for parallelization
    • tqdm for progress bars
    • Eigen (C++) for fast calculations (when vectorization is non-obvious)

The motivation for such a package is due to the rising popularity of implementing simulation models (also known as computer experiments) in Python.

Documentation

The package documentation is available at: https://hetgpy.readthedocs.io/en/latest/

Installing and Environments

pypi

  • hetGPy is available on pypi:
pip install hetgpy

Development Version:

python -m pip install git+https://github.com/davidogara/hetGPy.git
  • To build from the source files:
  1. Clone the repository. Make sure to include --recurve-submodules if you do not already have Eigen installed on your system:
git clone --recurse-submodules https://github.com/davidogara/hetGPy.git
  1. With hetGPy as your current working directory:
pip install -e .

We recommend installing in a virtual environment. One way to do this with venv is:

python3.10 -m venv .venv

After this you should be able to run the examples in the examples folder.

Note on Dependencies

  • hetGPy requires scipy>=1.14.0 which fixed a memory leakage issue when using L-BFGS-B in scipy.optimize.minizmize. That version of scipy requires Python 3.10.

  • Since hetGPy is designed for large-scale problems, this was chosen as a necessary feature. Experienced users may be able to roll back some of the dependencies, but this is not the recommended use.

  • hetGPy also requires a c++17 compiler and Eigen for the underlying covariance functions. Eigen 3.4.0 is included with the source files (and is a submodule of the git repository), but experienced users may wish to link against their own installation.

Contact

For questions regarding this package, please contact:
David O'Gara
Division of Computational and Data Sciences, Washington University in St. Louis
david.ogara@wustl.edu

References

Binois M, Gramacy RB (2021). “hetGP: Heteroskedastic Gaussian Process Modeling and Sequential Design in R.” Journal of Statistical Software, 98(13), 1-44. doi:10.18637/jss.v098.i13 https://doi.org/10.18637/jss.v098.i13

Key dates

PyPI data
Data sourced directly from PyPI's database.
  • Released:
Latest release

1 maintainer

PyPI data
Data sourced directly from PyPI's database.
Avatar for david.ogara from gravatar.com david.ogara

Credits

Author: David O'Gara

Requires

Python >3.10

Provides Extra

dev

Report project as malware

Download files

Download the file for your platform. If you're not sure which to choose, learn more about installing packages.

Source Distribution

hetgpy-1.0.6.tar.gz (3.9 MB view details)

Uploaded Source

Built Distributions

If you're not sure about the file name format, learn more about wheel file names.

hetgpy-1.0.6-cp312-cp312-win_amd64.whl (1.3 MB view details)

Uploaded CPython 3.12Windows x86-64

hetgpy-1.0.6-cp312-cp312-musllinux_1_2_x86_64.whl (5.9 MB view details)

Uploaded CPython 3.12musllinux: musl 1.2+ x86-64

hetgpy-1.0.6-cp312-cp312-manylinux_2_17_x86_64.manylinux2014_x86_64.whl (5.2 MB view details)

Uploaded CPython 3.12manylinux: glibc 2.17+ x86-64

hetgpy-1.0.6-cp312-cp312-macosx_11_0_arm64.whl (1.3 MB view details)

Uploaded CPython 3.12macOS 11.0+ ARM64

hetgpy-1.0.6-cp311-cp311-win_amd64.whl (1.3 MB view details)

Uploaded CPython 3.11Windows x86-64

hetgpy-1.0.6-cp311-cp311-musllinux_1_2_x86_64.whl (5.9 MB view details)

Uploaded CPython 3.11musllinux: musl 1.2+ x86-64

hetgpy-1.0.6-cp311-cp311-manylinux_2_17_x86_64.manylinux2014_x86_64.whl (5.2 MB view details)

Uploaded CPython 3.11manylinux: glibc 2.17+ x86-64

hetgpy-1.0.6-cp311-cp311-macosx_11_0_arm64.whl (1.3 MB view details)

Uploaded CPython 3.11macOS 11.0+ ARM64

hetgpy-1.0.6-cp310-cp310-win_amd64.whl (1.3 MB view details)

Uploaded CPython 3.10Windows x86-64

hetgpy-1.0.6-cp310-cp310-musllinux_1_2_x86_64.whl (5.8 MB view details)

Uploaded CPython 3.10musllinux: musl 1.2+ x86-64

hetgpy-1.0.6-cp310-cp310-manylinux_2_17_x86_64.manylinux2014_x86_64.whl (5.1 MB view details)

Uploaded CPython 3.10manylinux: glibc 2.17+ x86-64

hetgpy-1.0.6-cp310-cp310-macosx_11_0_arm64.whl (1.3 MB view details)

Uploaded CPython 3.10macOS 11.0+ ARM64

File details

Details for the file hetgpy-1.0.6.tar.gz.

File metadata

  • Download URL: hetgpy-1.0.6.tar.gz
  • Upload date:
  • Size: 3.9 MB
  • Tags: Source
  • Uploaded using Trusted Publishing? Yes
  • Uploaded via: twine/7.0.0 CPython/3.13.14

File hashes

Hashes for hetgpy-1.0.6.tar.gz
Algorithm Hash digest
SHA256 5e0a5985a156ee12bb43a45e5d217926e8cd7b524b5cb2524edd38ac4dc1bfde
MD5 152bb15f944613f2cde1fc1af22cdcc8
BLAKE2b-256 2b66944e2c21791a7fcc4a9778c5585645cad22ee4c7a1116dd7e715bfafeccc

See more details on using hashes here.

Provenance

The following attestation bundles were made for hetgpy-1.0.6.tar.gz:

Publisher: ci.yaml on davidogara/hetGPy

Attestations: Values shown here reflect the state when the release was signed and may no longer be current.

File details

Details for the file hetgpy-1.0.6-cp312-cp312-win_amd64.whl.

File metadata

  • Download URL: hetgpy-1.0.6-cp312-cp312-win_amd64.whl
  • Upload date:
  • Size: 1.3 MB
  • Tags: CPython 3.12, Windows x86-64
  • Uploaded using Trusted Publishing? Yes
  • Uploaded via: twine/7.0.0 CPython/3.13.14

File hashes

Hashes for hetgpy-1.0.6-cp312-cp312-win_amd64.whl
Algorithm Hash digest
SHA256 5a959a4afff11d021d47095eb6588121c9a809eb2e9eb3744c35fad9d1c2a786
MD5 7c859efad56ff9d0d066b866f8990483
BLAKE2b-256 70aa4b91c37915e7528d3416eb918de2e43991f05e21e75659f8394ae2bfb6f3

See more details on using hashes here.

Provenance

The following attestation bundles were made for hetgpy-1.0.6-cp312-cp312-win_amd64.whl:

Publisher: ci.yaml on davidogara/hetGPy

Attestations: Values shown here reflect the state when the release was signed and may no longer be current.

File details

Details for the file hetgpy-1.0.6-cp312-cp312-musllinux_1_2_x86_64.whl.

File metadata

File hashes

Hashes for hetgpy-1.0.6-cp312-cp312-musllinux_1_2_x86_64.whl
Algorithm Hash digest
SHA256 762e91394fc864a165836a9742dc5a216bf5211276769b5141b546117dc158f6
MD5 359d72029f1cf4d931d9b5f012f2b777
BLAKE2b-256 cf7cb03637f95527ace769b95c02282c85bb28d7e999cd011fcc099da02fa157

See more details on using hashes here.

Provenance

The following attestation bundles were made for hetgpy-1.0.6-cp312-cp312-musllinux_1_2_x86_64.whl:

Publisher: ci.yaml on davidogara/hetGPy

Attestations: Values shown here reflect the state when the release was signed and may no longer be current.

File details

Details for the file hetgpy-1.0.6-cp312-cp312-manylinux_2_17_x86_64.manylinux2014_x86_64.whl.

File metadata

File hashes

Hashes for hetgpy-1.0.6-cp312-cp312-manylinux_2_17_x86_64.manylinux2014_x86_64.whl
Algorithm Hash digest
SHA256 8f5c684b80e2432e08d8afa7c7b1c21f880c1fbf3288741bf6964896c7ce0193
MD5 a088017de5faa71009314abe64eb6d8f
BLAKE2b-256 d51c41339af67497df32c46052096aa91f5af7396c22103e69c590de7aabcd30

See more details on using hashes here.

Provenance

The following attestation bundles were made for hetgpy-1.0.6-cp312-cp312-manylinux_2_17_x86_64.manylinux2014_x86_64.whl:

Publisher: ci.yaml on davidogara/hetGPy

Attestations: Values shown here reflect the state when the release was signed and may no longer be current.

File details

Details for the file hetgpy-1.0.6-cp312-cp312-macosx_11_0_arm64.whl.

File metadata

File hashes

Hashes for hetgpy-1.0.6-cp312-cp312-macosx_11_0_arm64.whl
Algorithm Hash digest
SHA256 d5b736911ef3f351b90100b5c9623dcdd9e6a4ee89ab6ffbe08216eb468b0ed7
MD5 d50e276e509c6295882ae9ee253f74c4
BLAKE2b-256 97c1f1a5964ad33b4f7495c2c49420c85708e10e9d888b1374e5904ec378cacb

See more details on using hashes here.

Provenance

The following attestation bundles were made for hetgpy-1.0.6-cp312-cp312-macosx_11_0_arm64.whl:

Publisher: ci.yaml on davidogara/hetGPy

Attestations: Values shown here reflect the state when the release was signed and may no longer be current.

File details

Details for the file hetgpy-1.0.6-cp311-cp311-win_amd64.whl.

File metadata

  • Download URL: hetgpy-1.0.6-cp311-cp311-win_amd64.whl
  • Upload date:
  • Size: 1.3 MB
  • Tags: CPython 3.11, Windows x86-64
  • Uploaded using Trusted Publishing? Yes
  • Uploaded via: twine/7.0.0 CPython/3.13.14

File hashes

Hashes for hetgpy-1.0.6-cp311-cp311-win_amd64.whl
Algorithm Hash digest
SHA256 6212cd62428063f7515c8ff5b9fa1e89cef1f32c247fffabe1f153cef4e088c5
MD5 3cfcbdf94f4e9d6ca36f8b937adcb1fc
BLAKE2b-256 34a4f2ec9b0299f99f4ec585ce789e0f8809fecf1115b21b991df81d947a0b88

See more details on using hashes here.

Provenance

The following attestation bundles were made for hetgpy-1.0.6-cp311-cp311-win_amd64.whl:

Publisher: ci.yaml on davidogara/hetGPy

Attestations: Values shown here reflect the state when the release was signed and may no longer be current.

File details

Details for the file hetgpy-1.0.6-cp311-cp311-musllinux_1_2_x86_64.whl.

File metadata

File hashes

Hashes for hetgpy-1.0.6-cp311-cp311-musllinux_1_2_x86_64.whl
Algorithm Hash digest
SHA256 a6b3ffe12af570568ec4042d6528e377d77f85942ea2af6c230b9a48607cdb29
MD5 2cc19e487b63a205aee8afa7c7317b1b
BLAKE2b-256 bb0733150d7960ab4e5619e9cbdb6dd2fcaaadbf7ef894ef7164bdf22a35b476

See more details on using hashes here.

Provenance

The following attestation bundles were made for hetgpy-1.0.6-cp311-cp311-musllinux_1_2_x86_64.whl:

Publisher: ci.yaml on davidogara/hetGPy

Attestations: Values shown here reflect the state when the release was signed and may no longer be current.

File details

Details for the file hetgpy-1.0.6-cp311-cp311-manylinux_2_17_x86_64.manylinux2014_x86_64.whl.

File metadata

File hashes

Hashes for hetgpy-1.0.6-cp311-cp311-manylinux_2_17_x86_64.manylinux2014_x86_64.whl
Algorithm Hash digest
SHA256 0eb0f871da387214cc802360c19f9bcf9b95c21aafdee72cd4ed7df1703f2b4e
MD5 9fe029f687532ed5a7362b65686ce91d
BLAKE2b-256 229698bde6809c302c5929b85507b2c43aa7088a906e0812ebfbf460fe1e4868

See more details on using hashes here.

Provenance

The following attestation bundles were made for hetgpy-1.0.6-cp311-cp311-manylinux_2_17_x86_64.manylinux2014_x86_64.whl:

Publisher: ci.yaml on davidogara/hetGPy

Attestations: Values shown here reflect the state when the release was signed and may no longer be current.

File details

Details for the file hetgpy-1.0.6-cp311-cp311-macosx_11_0_arm64.whl.

File metadata

File hashes

Hashes for hetgpy-1.0.6-cp311-cp311-macosx_11_0_arm64.whl
Algorithm Hash digest
SHA256 519d84dc461b8b4fa42ccc2f5a022c93df31df93955f284aceceaf5fe9e583b3
MD5 0235d079ac579f2f4bcfefe6f20c1bdd
BLAKE2b-256 4338be94d6ec970b350757dd5b3e4475082fa347743fb9da2f3eb1dcc9efebb9

See more details on using hashes here.

Provenance

The following attestation bundles were made for hetgpy-1.0.6-cp311-cp311-macosx_11_0_arm64.whl:

Publisher: ci.yaml on davidogara/hetGPy

Attestations: Values shown here reflect the state when the release was signed and may no longer be current.

File details

Details for the file hetgpy-1.0.6-cp310-cp310-win_amd64.whl.

File metadata

  • Download URL: hetgpy-1.0.6-cp310-cp310-win_amd64.whl
  • Upload date:
  • Size: 1.3 MB
  • Tags: CPython 3.10, Windows x86-64
  • Uploaded using Trusted Publishing? Yes
  • Uploaded via: twine/7.0.0 CPython/3.13.14

File hashes

Hashes for hetgpy-1.0.6-cp310-cp310-win_amd64.whl
Algorithm Hash digest
SHA256 8595009d05fe5ccfc0fa1ff3bf795904fde8767484e55cbeac2e09be6133923d
MD5 ee45029e0058038e4640b35c335e701e
BLAKE2b-256 5ba9c7a05830782c004fb712e4f1d804dbc9351a520e2d1c543b867b208f3f67

See more details on using hashes here.

Provenance

The following attestation bundles were made for hetgpy-1.0.6-cp310-cp310-win_amd64.whl:

Publisher: ci.yaml on davidogara/hetGPy

Attestations: Values shown here reflect the state when the release was signed and may no longer be current.

File details

Details for the file hetgpy-1.0.6-cp310-cp310-musllinux_1_2_x86_64.whl.

File metadata

File hashes

Hashes for hetgpy-1.0.6-cp310-cp310-musllinux_1_2_x86_64.whl
Algorithm Hash digest
SHA256 fc9df161f2c9428646ccad12dd2c3ce762b31219c78e3e024c7c7fbdc5104d7b
MD5 b341d3108630a2242368b4a32f6eacd6
BLAKE2b-256 458dea2c14b684b64a130355d42ff93feba0fcc4791bf3db166c6ac7999212ac

See more details on using hashes here.

Provenance

The following attestation bundles were made for hetgpy-1.0.6-cp310-cp310-musllinux_1_2_x86_64.whl:

Publisher: ci.yaml on davidogara/hetGPy

Attestations: Values shown here reflect the state when the release was signed and may no longer be current.

File details

Details for the file hetgpy-1.0.6-cp310-cp310-manylinux_2_17_x86_64.manylinux2014_x86_64.whl.

File metadata

File hashes

Hashes for hetgpy-1.0.6-cp310-cp310-manylinux_2_17_x86_64.manylinux2014_x86_64.whl
Algorithm Hash digest
SHA256 aefd09cc0c79412c721438db3a17b00bb5f96d537dc98c3a980efa026c01468c
MD5 1f4d35b7a5967a48c39c1203afe57ad9
BLAKE2b-256 c4bb957f5d9dad477af9de69954866655df4fde4f9d3a4a81ac2ae7ea17632d5

See more details on using hashes here.

Provenance

The following attestation bundles were made for hetgpy-1.0.6-cp310-cp310-manylinux_2_17_x86_64.manylinux2014_x86_64.whl:

Publisher: ci.yaml on davidogara/hetGPy

Attestations: Values shown here reflect the state when the release was signed and may no longer be current.

File details

Details for the file hetgpy-1.0.6-cp310-cp310-macosx_11_0_arm64.whl.

File metadata

File hashes

Hashes for hetgpy-1.0.6-cp310-cp310-macosx_11_0_arm64.whl
Algorithm Hash digest
SHA256 02392df1c7866f2ade4020dbf7c628ee6e84bb9b722db46e28c8bb078721ef4e
MD5 bd055c7f7c76a5c60a680bb153e6086a
BLAKE2b-256 b3c7e8c4a54fad295b141e3a3ecf228e58596603bf2c1879f89814e04b20e870

See more details on using hashes here.

Provenance

The following attestation bundles were made for hetgpy-1.0.6-cp310-cp310-macosx_11_0_arm64.whl:

Publisher: ci.yaml on davidogara/hetGPy

Attestations: Values shown here reflect the state when the release was signed and may no longer be current.

Release history Release notifications | RSS feed

This release

1.0.6 This release

13 files

1.0.5

13 files

Pre-release

1.0.5rc1

13 files

1.0.4

13 files

1.0.3

13 files

1.0.2

13 files

1.0.1

13 files

1.0.0

1 file

0.1.post1

1 file

Anthropic, PBC Visionary sponsor Bloomberg Visionary sponsor Hudson River Trading Visionary sponsor Meta Visionary sponsor NVIDIA Visionary sponsor Microsoft Sustainability sponsor Depot Continuous Integration AWS Cloud computing and Security Sponsor Datadog Monitoring Fastly CDN Google Download Analytics Sentry Error logging StatusPage Status page