The tiniest of Gaussian Process libraries
Project description
tinygp
the tiniest of Gaussian Process libraries
tinygp is an extremely lightweight library for building Gaussian Process models in Python, built on top of jax. It is not (yet?) designed to provide all the shiniest algorithms for scalable computations, but I think it has a nice interface, and it's pretty fast. Thanks to jax, tinygp supports things like GPU acceleration and automatic differentiation.
Check out the docs for more info: tinygp.readthedocs.io
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