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 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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