gaussian process library
GPflow: A Gaussian process library using TensorFlow
Matthews, Alexander G. de G., van der Wilk, Mark, Nickson, Tom, Fujii, Keisuke, Boukouvalas, Alexis, León-Villagrá, Pablo, Ghahramani, Zoubin, Hensman, James
There are now many publicly available Gaussian process libraries ranging in scale from personal projects to major community tools. We will therefore only consider a relevant subset of the existing libraries. The influential GPML toolbox (Rasmussen and Nickisch, 2010) uses MATLAB. It has been widely forked. A key reference for our particular contribution is the GPy library (GPy, since 2012), which is written primarily using Python and Numeric Python (NumPy). GPy has an intuitive object-oriented interface. Another relevant Gaussian process library is GPstuff (Vanhatalo et al., 2013) which is also a MATLAB library.