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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 this excellent book.

The infpy Gaussian process package features:

  • Many different kernels are supported out of the box

  • Kernel composition (point-wise sum and product)

  • Maximum likelihood estimation of hyper-parameters

  • Numpy integration

  • Matplotlib plots

  • Best of both worlds : ease of using an interpreted language but all performance critical linear algebra performed in compiled code

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