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A python inference library

Project description

Infpy is a python package I have put together that implements some of the algorithms I (John Reid) have used in my research. In particular it has a Gaussian process package that is largely based on the excellent book, Gaussian Processes for Machine Learning by Rasmussen and Williams.

The Gaussian process package is the only infpy package that is extensively documented so far but you are welcome to try out the others. The Gaussian process package has the following attributes:

  • noisy data is easily modelled
  • many different kernels are supported out of the box allowing many models to be tested
  • kernel composition (point-wise sum and product) is intuitive permitting rapid model evaluation
  • maximum likelihood estimation of hyper-parameters facilitates model comparison
  • numpy integration allows easy interoperability with other python scientific toolkits
  • high quality matplotlib plots are easy to create
  • best of both worlds : ease of using an interpreted language but all performance critical linear algebra performed in compiled code

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