AbstractGPs.jl n/a | julia | MIT | JuliaGaussianProcesses/AbstractGPs.jl | v0.5.24 | | AbstractGPs.jl contributors | docs
examples | | | | | | | | | | | | | | | | | |
albatross n/a | C++ | MIT | swift-nav/albatross | n/a | | Swift Navigation
albatross contributors | docs | | | | | | | | | | | | | | | | | |
AutoGP Krauth et al. (2017) | Python | Apache-2.0 | ebonilla/AutoGP | n/a | | The University of New South Wales
EURECOM
AutoGP contributors | | | | | | | | | | | | | | | | | | |
AutoGP.jl Saad et al. (2023) | julia | Apache-2.0 | probsys/AutoGP.jl | v0.1.9 | | Carnegie Mellon University
Google Research
Massachusetts Institute of Technology | docs
tutorials
API | | | | | | | | | | | | | | | | | |
celerite Foreman-Mackey et al. (2017) | C++
julia
Python | MIT | dfm/celerite | v0.4.3 | | University of Washington
Flatiron Institute
Indian Institute of Science
Columbia University
celertie contributors | docs
API | | | | | | | | | | | | | | | | | |
celerite2 Gordon et al. (2020) | C++
Python | MIT | exoplanet-dev/celerite2 | v0.3.2 | | University of Washington
Flatiron Institute
celertie2 contributors | docs
tutorials | | | | | | | | | | | | | | | | | |
DACE Nielsen et al. (2002) | MATLAB | Custom | n/a | v2.5 | add to the path | Technical University of Denmark (DTU) | docs
user manuals | | | | Gaussian Process Regression (GPR) | \( \mathcal{O}(N^3) \) | Constant
Linear
Quadratic | Isotropic
Anisotropic | Gaussian
Exponential
Linear
Spherical
Cubic
Spline | | | Gaussian | | Inferable | Maximum Likelihood Estimation (MLE) | Matlab Optimization Toolbox | | |
deepgp Sauer et al. (2023) | R | LGPL | cran/deepgp | 1.1.3 | | Virginia Polytechnic Institute and State University | docs
tutorials | | | | | | | | | | | | | | | | | |
DiceKriging Roustant et al. (2012) | R | GPL-2.0 | cran/DiceKriging | R-3.0.3 | CRAN | INSA Toulouse
Ecole des Mines de St-Etienne
Universitat Bern
Alpestat | docs | blog | | | Gaussian Process Regression (GPR) | \( \mathcal{O}(N^3) \) | Zero
Constant
Polynomial
Custom | Isotropic
Anisotropic | Gaussian
Exponential
Matern32
Matern52
Power-exponential | | | Gaussian | Custom
Inferable | Inferable | Maximum Likelihood Estimation (MLE) | BFGS
genoud | | |
egobox-gp Lafage (2022) | Rust
Python | Apache-2.0 | relf/egobox | 0.29.0 | cargo
PyPI | ONERA
University of Toulouse
egobox contributors | docs | | | | Gaussian Processes Regression (GPR)
Sparse Gaussian Process Regression (SGPR) | \( \mathcal{O}(N^3) \)
\( \mathcal{O}(NM^2) \) | Constant
Linear
Quadratic | Isotropic
Anisotropic | Squared Exponential
Absolute Exponential
Matern32
Matern52 | | | Gaussian | | | Maximum Likelihood Estimation (MLE)
Fully Independent Training Conditional (FITC) | Cobyla
SLSQP | | Leave-One-Out Cross-Validation (LOOCV)
Cross-Validation score |
fbm Neal (1996) | C | BSL-1.0 | radfordneal/fbm | fbm.2022-04-21 | | University of Toronto | docs | | | | | | Zero | | | | | | | | | | | |
friedrich n/a | Rust | Apache-2.0 | nestordemeure/friedrich | n/a | | friedrich contributors | | | | | | | | | | | | | | | | | | |
gaussianproc n/a | GO | N/A | n/a | v0 | | | | | | | | | | | | | | | | | | | | |
GaussianProcesses.jl Fairbrother et al. (2022) | julia | MIT | STOR-i/GaussianProcesses.jl | v0.12.5 | Pkg.jl | Lancaster University
EPFL
GaussianProcesses.jl contributors | docs
tutorials
jupyter notebooks | | Optim.jl
Distributions.jl | | Gaussian Process Regression (GPR)
Gaussian Process Classification (GPC)
Sparse Gaussian Process (SGP) | \( \mathcal{O}(N^3) \)
\( \mathcal{O}(NM^2) \) | Zero
Constant
Linear
Polynomial
Sum
Product
Custom | Isotropic
Anisotropic | Squared Exponential
Matern12
Matern32
Matern52
Polynomial
Periodic
Rational Quadratic
Fixed
Masked
| | Sum
Product | Gaussian
Bernoulli
Poisson
Binomial
Exponential
Student-T | Custom | Inferable | Maximum Likelihood Estimation (MLE)
Markov Chain Monte Carlo (MCMC)
Variational Inference
Fully Independent Training Conditional (FITC)
Subset of Regressors (SoR)
Deterministic Training Conditional (DTC)
Full scale approximation (FSA) | Optim.jl optimizer
L-BFGS
Conjugate gradients | | |
george Ambikasaran et al. (2015) | Python | MIT | dfm/george | v0.4.4 | | New York University
Simons Foundation
george contributors | docs
tutorials | | | | | | | | | | | | | | | | | |
go-kriging n/a | GO | MIT | lvisei/go-kriging | v0.0.1-alpha.15 | | | | | | | | | | | | | | | | | | | | |
GPflow Matthews et al. (2017) | Python | Apache-2.0 | GPflow/GPflow | v2.9.2 | PyPI | University of Cambridge
University of Oxford
Kyoto University
University of Edinburgh
The University of Manchester
Lancaster University
GPflow contributors | docs | slack
GitHub discussions
stackoverflow | TensorFlow | | Gaussian Process Regression (GPR)
Gaussian Process Classification (GPC)
Sparse Gaussian Process Regression (SGPR)
GPR with Fully Independent Training Conditional (FITC)
Variational Gaussian Process (VGP)
Sparse Variational Gaussian Process (SVGP)
Gaussian Process Latent Variable Model (GPLVM)
Conjugate Gradient Lower Bound (CGLB)
Gaussian Process Markov Chain Monte Carlo (GPMC)
Sparse Gaussian Process Markov Chain Monte Carlo (SGPMC)
Convolutional Gaussian Process
Multi-output Gaussian Process (MOGP) | \( \mathcal{O}(N^3) \)
\( \mathcal{O}(NM^2) \) | Zero
Additive
Polynomial
Constant
Identity
Linear
Product
Switched Function
Custom | Isotropic
Anisotropic | ArcCosine
Bias
Change Points
Constant
Convolutional
Coregion
Cosine
Exponential
Independent Latent
Linear
Linear Coregionalization
Matern12
Matern32
Matern52
Multioutput
Periodic
Polynomial
Squared Exponential
Rational Quadratic
Separate Independent
Shared Independent
Squared Exponential
Static
Stationary
White
Custom | | Sum
Product
Combination | Bernoulli
Beta
Exponential
Gamma
Gaussian
Gaussian MC
Heteroskedastic TFP Conditional
Monte Carlo Likelihood
Multi Latent Likelihood
Student-T
Poisson
Softmax
Switched Likelihood
Scalar
Custom | Custom
Fixed Non-Trainable
default value: 1e-6 | Inferable | Maximum Likelihood Estimation (MLE)
Variational Free Energy (VFE)
Evidence Lower Bound (ELBO)
Markov Chain Monte Carlo (MCMC)
Expectation Propagation (EP)
Laplace approximation (LA) | NaturalGradient
Adam
SciPy optimizer
Keras optimizer | | |
GPflux Dutordoir et al. (2021) | Python | Apache-2.0 | secondmind-labs/GPflux | v0.4.4 | | University of Cambridge
Imperial College London
University College London
Secondimind labs
GPflux contributors | docs
tutorials
API | slack | | | | | | | | | | | | | | | | |
GpGp Guinness et al. (2018) | R | MIT | cran/GpGp | 0.5.1 | | Cornell University
GpGp contributors | docs
tutorials | | | | | | | | | | | | | | | | | |
GPJax Pinder et al. (2022) | Python | Apache-2.0 | JaxGaussianProcesses/GPJax | v0.11.0 | PyPI | Lancaster University
GPJax contributors | docs
tutorials
API | GitHub discussions
contact form | JAX | | Gaussian Processes Regression (GPR)
Gaussian Processes Classification (GPC)
Deep Gaussian Processes (DGP)
Sparse Gaussian Process Regression (SGPR)
Sparse Variational Gaussian Process (SVGP)
Multi-output Gaussian Process (MOGP) | \( \mathcal{O}(N^3) \)
\( \mathcal{O}(NM^2) \) | Zero
Constant
Combination | Isotropic
Anisotropic | Matern12
Matern32
Matern52
Squared Exponential
Rational Quadratic
Powered Exponential
Periodic
White noise
Linear
Polynomial
Graph kernels
Non-stationary ArcCosine
Non-stationary Linear
Non-stationary Polynomial
Custom | | Sum
Product | Gaussian
Bernoulli
Poisson | Custom
Inferable
default value: 1e-6 | Inferable | Maximum Likelihood Estimation (MLE)
Leave-One-Out Cross-Validation (LOOCV)
Markov Chain Monte Carlo (MCMC)
Stochastic Variational Inference (SVI)
Evidence Lower Bound (ELBO)
Variational Expectation (VE) | Optax
SciPy optimizer | | Leave-One-Out Cross-Validation (LOOCV)
Conjugate Marginal Log-Likelihood (MLL)
Log-Posterior Density |
GPML Rasmussen et al. (2010) | MATLAB
GNU Octave | FreeBSD | hnickisch/gpml-matlab | v4.2 | add to the path
sturtup | University of Cambridge
Max Planck Institute | docs
user manuals | | | | Gaussian Process Regression (GPR)
Gaussian Process Classification (GPC) | \( \mathcal{O}(N^3) \)
\( \mathcal{O}(NM^2) \) | Zero
One
Constant
Linear
Polynomial
Discrete
Precomputed mean
Predictive
Nearest neighbor
Weighted sum of projected cosines
Scaled
Sum
Product
Power
Mask
Difference
Warped | Isotropic
Anisotropic | Constant
LinearWhite noise
Picewise Polynomial
Matern12
Matern32
Matern52
Rational Quadratic
Squared Exponential | | | Erf (Probit)
Logistic (Logit)
Uniform
Gaussian
Gumbel
Laplace
Search-square
Student-T
Poisson
Negative Binomial
Gamma
Exponential
Log Gaussian
Beta
Mixture | | | Exact inference
Laplace Approximation (LA)
Expectation Propagation (EP)
Variational Bayes Approximation (VB)
Kullback-Leibler Approximation (KL)
Markov Chain Monte Carlo (MCMC)
Leave-One-Out Cross-Validation (LOOCV) | | | |
GPR n/a | C++ | Apache-2.0 | ChristophJud/GPR | n/a | | University of Basel | | | | | | | | | | | | | | | | | | |
GPstuff Vanhatalo et al. (2017) | R
MATLAB
GNU Octave | GPL-3.0 | gpstuff-dev/gpstuff | v4.7 | matlab_install
add to the path
CRAN | University of Helsinki
Aalto University of Science
GPstuff contributors | docs | | | | Gaussian Process Regression (GPR)
Gaussian Process Classification (GPC)
Sparse Gaussian Process (SGP)
GPR with Fully Independent Training Conditional (FITC)
GPR with Partial Independent Training Conditional (PITC)
Sparse Variational Gaussian Process (SVGP) | \( \mathcal{O}(N^3) \)
\( \mathcal{O}(NM^2) \) | Zero
Constant
Linear
Squared | Isotropic
Anisotropic | Categorical
Constant
Squared Exponential
Linear
Matern 3/2
Matern 5/2
NN
Periodic
Piecewise Polynomial
Rational Quadratic | | Sum
Product
Scale | Gaussian
Gaussian scale mixture
Student-T
Logit
Probit
Softmax
Binomial
Poisson
Negative-binomial
Hurdle model
Weibull | Custom | Inferable | Maximum Likelihood Estimation (MLE)
Deviance information criterion (DIC)
Leave-one-out Cross-Validation (LOOCV)
Widely Applicable Information Criterion (WAIC)
Laplace Approximation (LA)
Expectation Propagation (EP)
Markov Chain Monte Carlo (MCMC)
Hamiltonian Monte Carlo (HMC) | fminscg
fminlbfgs
fminunc | | Euclidean distance |
GPvecchia Katzfuss et al. (2017) | R | GPL-2.0
GPL-3.0 | katzfuss-group/GPvecchia | v0.1.4 | | Texas A&M University
Cornell University
GPvecchia contributors | docs
tutorials | | | | | | | | | | | | | | | | | |
GPy GPy (2012) | Python | BSD-3-Clause | SheffieldML/GPy | v1.13.2 | PyPI | University of Sheffield
GPy contributors | docs
jupyter notebooks | GitHub discussions | NumPy
SciPy | | Gaussian Process Regression (GPR)
Gaussian Process Classification (GPC)
Sparse Gaussian Process Regression (SGPR)
Sparse Gaussian Process Classification (SGPC)
Variational Gaussian Process (VGP)
Gaussian Process Latent Variable Model (GPLVM)
Sparse Gaussian Process Latent Variable Model (SGPLVM)
Spike-and-Slab Gaussian Process Latent Variable Model (SSGPLVM)
Back constrained Gaussian Process Latent Variable Model (BCGPLVM)
Multi-output Gaussian Process (MOGP) | \( \mathcal{O}(N^3) \)
\( \mathcal{O}(NM^2) \) | Zero
Constant
Linear
Polynomial
Custom | Isotropic
Anisotropic | Squared Exponential
Matern
Browian
Linear
Bias
Periodic
Polynomial
MLP
Coregionalized
White
Cosine
Exponential Quadratic
Exponential
Rational Quadratic | | Addition
Multiplication
Coregionalization
Active Dimensions | Gaussian
Bernoulli
Binomial
Exponential
Gamma
LogLogistic
LogGaussian
Mixed Noise
Poisson
Student-T
Weibull | Custom
Inferable
default value: 1e-6 | Inferable | Maximum Likelihood Estimation (MLE)
Evidence Lower Bound (ELBO)
Variational Free Energy (VFE)
Laplace Approximation (LA)
Variational Inference (VI) | L-BFGS
Scaled Conjugate Gradient (SCG)
Gradient Descent
SciPy Optimizer | | |
GPyTorch Gardner et al. (2018) | Python | MIT | cornellius-gp/gpytorch | v1.14 | PyPI
conda | Cornell University
The University of British Columbia
Meta
New York University
University of Pennsylvania
GPyTorch contributors | docs
examples | stackoverflow
GitHub discussions | PyTorch | | Gaussian Process Regression (GPR)
Gaussian Process Classification (GPC)
GPR with BlackBox Matrix-Matrix Inference (BBMM)
GPR with LancZos Variance Estimates (LOVE)
Sparse Gaussian Process Regression (SGPR)
Structured Kernel Interpolation (SKI/KISS-GP)
Structured Kernel Interpolation for Products (SKIP)
Structure-Exploiting Kernels
Approximate GP Inference
Deep GPs
Gaussian Process Latent Variable Model (GPLVM)
Multi-output Gaussian Process (MOGP) | \( \mathcal{O}(N^3) \)
\( \mathcal{O}(N^2) \)
\( \mathcal{O}(NM^2) \)
\( \mathcal{O}(N) \)
\( \mathcal{O}(N + M \log M) \) | Zero
Constant
Linear | Isotropic
Anisotropic | Cosine
Constant
Cylindrical
Linear
Matern
Periodic
Picewise Polynomial
Polynomial
Squared Exponential
Rational Quadratic
Spectral Delta
Spectral Mixture
Arc
Index
LCMK
Multitask
Grid
Grid Interpolation
Inducing Point
RFFK
Hamming IMQ
Hamming IMQ
Gaussian Symmetrized KL
Distributional Input | | Additive
Product
Scale
Spectral Mixture | Gaussian
Gaussian With Missing Values
Fixed Noise Gaussian
Dirichlet Classification
Bernoulli
Beta
Laplace
Student-T
Multitask Gaussian
Softmax
Heteroskedastic Noise | Custom
Fixed Non-Trainable
default value: 1e-6 for float
default value: 1e-8 for double | Inferable | Maximum Likelihood Estimation (MLE)
Leave One Out Cross Validation (LOO-CV)
Variational evidence lower bound (ELBO)
Variational Inference (VI)
Predictive Log Likelihood
Gamma Robust Variational ELBO
Deep Approximate MLL
Inducing Point Kernel Added Loss Term
KL Gaussian Added Loss Term | Natural Gradient Descent (NGD)
PyTorch optimizer
Adam
L-BFGS
SGD | | Negative Log Predictive Density (NLPD)
Meas Standardized Log Loss (MSLL)
Mean Absolute Error (MAE)
Mean Squared Error (MSE) |
GSTools Müller et al. (2022) | Python | LGPL | GeoStat-Framework/GSTools | v1.7.0 | | UFZ
University of Potsdam
CASUS
Utrecht University
GSTools contributors | docs
tutorials
API | GitHub discussions | | | | | | | | | | | | | | | | |
Keras-GP Al-Shedivat et al. (2017) | Python | MIT | alshedivat/keras-gp | 0.3.2 | | Carnegie Mellon University
Cornell University
Keras-GP contributors | examples
tutorials | | | | | | | | | | | | | | | | | |
libgp n/a | C++ | BSD-3-Clause | mblum/libgp | v0.3.0 | | | docs | | | | | | | | | | | | | | | | | |
libKriging Richet et al. (2023) | C++
Python
R
MATLAB
GNU Octave | Apache-2.0 | libKriging/libKriging | v0.9.1 | | libKriging contributors | docs
r docs
API
colab notebooks | | | | | | | | | | | | | | | | | |
mogptk de Wolff et al. (2020) | Python | MIT | GAMES-UChile/mogptk | v0.5.1 | | GAMES Universidad de Chile
mogptk contributors | docs
tutorials
examples | | | | | | | | | | | | | | | | | |
MUQ Parno et al. (2021) | C++
Python | BSD-3-Clause | mituq/muq2 | v0.4.3 | | Massachusetts Institute of Technology
Dartmouth College
New York University
Heidelberg University
National Science Foundation
US Department of Energy | docs
examples
py examples | slack | | | | | | | | | | | | | | | | |
Neural Tangents Novak et al. (2020) | Python | Apache-2.0 | google/neural-tangents | v0.6.5 | | Google Brain
University of Cambridge
Neural Tangents contributors | docs
colab notebooks
talk | | | | | | | | | | | | | | | | | |
ooDACE n/a | MATLAB | GPL-3.0 | n/a | n/a | add to the path
startup | Ghent University | docs | | | | Gaussian Process Regression (GPR) | \( \mathcal{O}(N^3) \) | Zero
Constant
Linear
Polynomial | Isotropic
Anisotropic | Gaussian
Matern32
Matern52
Exponential | | | Gaussian | | Inferable | Maximum Likelihood Estimation (MLE)
Cross-validation estimation (CV) | NLOPT
PCTOptimizer | | Mean Squared Error (MSE)
Cross-Validation (CV) |
OpenTURNS Baudin et al. (2016) | C++
Python | LGPL | openturns/openturns | v1.24 | PyPI
conda | Airbus Group
EDF R&D
Phimeca Engineering
IMACS
ONERA
OpenTURNS contributors | docs | chat
forum
stackoverflow | | | Gaussian Process Regression (GPR) | \( \mathcal{O}(N^3) \) | Constant
Linear
Quadratic
Custom | Isotropic
Anisotropic | Squared Exponential
Exponential
Matern
Kroenecker
Rank-M
Spherical
Tensorized
Custom | | Product | Gaussian | Custom
Inferable | Inferable | Maximum Likelihood Estimation (MLE) | NLopt
Cobyla
L-BFGS-B
TNC | | Coefficient of determination (\( R^2 \))
Mean Squared Error (MSE) |
pyGPs Neumann et al. (2015) | Python | FreeBSD | marionmari/pyGPs | v1.3.5 | | Washington University
Fraunhofer IAIS
TU Dortmund
Sproutling
pyGPs contributors | docs
examples | | | | | | | | | | | | | | | | | |
PyKrige Müller et al. (2022) | Python | BSD-3-Clause | GeoStat-Framework/PyKrige | v1.7.2 | | UFZ
University of Potsdam
CASUS
Utrecht University
PyKrige contributors | docs
examples
API | GitHub discussions | | | | | | | | | | | | | | | | |
PyMC Abril-Pla et al. (2023) | Python | Apache-2.0 | pymc-devs/pymc | v5.22.0 | | ArviZ-Devs
Boston University
Google Research
University of Toronto
The Hospital for Sick Children
Philadelphia Phillies Baseball Operations Department
PyMC Labs
Stony Brook University
Universidad Nacional de San Luis
Forschungszentrum Jülich
University of Oxford
NumFOCUS
Mistplay
ODSC
ADIA Lab
PyMC contributors | docs
examples
API | forum
GitHub discussions | | | | | | | | | | | | | | | | |
PYRO Bingham et al. (2019) | Python | Apache-2.0 | pyro-ppl/pyro | 1.9.1 | | Uber AI
Stanford University
Broad Institute
Linux Foundation
PYRO contributors | docs
examples | forum | | | | | | | | | | | | | | | | |
scikit-learn Pedregosa et al. (2011) | Python | BSD-3-Clause | scikit-learn/scikit-learn | 1.6.1 | PyPI
conda | Community driven
NVIDIA
INRIA
Hugging Face
Microsoft
Quansight Labs
sci-kit-learn contributors | docs
examples
tutorials
API | blog
stackoverflow
GitHub discussions | NumPy
SciPy | | Gaussian Process Regression (GPR)
Gaussian Process Classification (GPC) | \( \mathcal{O}(N^3) \) | Zero | Isotropic
Anisotropic | Matern
Constant
Dot-Product
Squared Exponential
Rational Quadratic
White | | Sum
Product
Exponentiation
Compound | Gaussian
Bernoulli | Custom
default value: 1e-10 | Inferable | Maximum Likelihood Estimation (MLE)
Laplace Approximation (LA)
Expectation Propagation (EP) | L-BFGSB
SciPy Optimizer | | Mean Squared Error (MSE)
Mean Squared Log Error (MSLE)
Root Mean Squared Error (RMSE)
Mean Absolute Error (MAE)
Mean Absolute Percentage Error (MAPE)
Median Absolute Error (MedAE)
Coefficient of determination (\( R^2 \))
Explained Variance
Max Error |
SMT Saves et al. (2024) | Python | BSD-3-Clause | SMTorg/smt | v2.9.2 | PyPI | ISAE SUPEAERO
NASA
ONERA
University of Michigan
University of San Diego
Polytechnique Montréal
SMT contributors | docs
tutorials | | NumPy
Numba
SciPy | | Gaussian Process Regression (GPR)
Sparse Gaussian Process Regression (SGPR)
Marginal GP Inference
Kriging with Partial Least Squares (KPLS / KPLSK)
Gradient-enhaced Kriging (GEK) | \( \mathcal{O}(N^3) \)
\( \mathcal{O}(NM^2) \) | Constant
Linear
Quadratic | Isotropic
Anisotropic | Power Exponential
Absolute Exponential
Squared Exponential
Matern32
Matern52
Categorical
Hierarchical | | | Gaussian | Custom
Inferable
default value: 2.22e-14 | Inferable | Maximum Likelihood Estimation (MLE)
Fully Independent Training Conditional (FITC)
Variational Free Energy (VFE) | Cobyla
TNC | | |
STAN Stan Development Team (2017) | R
C++
julia
Python
MATLAB | BSD-3-Clause | brian-lau/MatlabStan | v2.15.1.0 | | Stan Development Team
NumFOCUS
Stan contributors
MatlabStan contributors
RStan contributors
pyStan contributors
Stan.jl contributors | docs
r docs
mat docs
py docs
jl docs | forum
slack | | | | | | | | | | | | | | | | |
Stheno Tebbutt et al. (2019) | julia
Python | MIT | JuliaGaussianProcesses/Stheno.jl | v0.8.2 | | University of Cambridge
Stheno.jl contributors
Stheno py contributors | py docs
jl docs
py examples
jl examples
py API
jl API
talk | GitHub discussions | | | | | | | | | | | | | | | | |
STK Bect et al. (2023) | MATLAB
GNU Octave | GPL-3.0 | stk-kriging/stk | 2.8.1 | stk_init | CentraleSupélec
STK contributors | docs
examples | mailing-list | | | Gaussian Process Regression (GPR) | \( \mathcal{O}(N^3) \) | Zero
Constant
Linear | Isotropic
Anisotropic | Gaussian
Matern32
Matern52
Spherical
Discrete | | | Gaussian | | Inferable | Restricted Maximum Likelihood Estimation (REMLE) | fmincon
fminsearch | | Leave-One-Out Cross-Validation (LOOCV) |
SuperGauss Ling et al. (2020) | R | GPL-3.0 | mlysy/SuperGauss | n/a | | University of Waterloo
SuperGauss contributors | docs
tutorials | | | | | | | | | | | | | | | | | |
Surrogates.jl n/a | julia | MIT | SciML/Surrogates.jl | v6.11.0 | | Chan Zuckerberg Initiative
Wellcome Trust
Microsoft
Surrogates.jl contributors | docs | chat | | | | | | | | | | | | | | | | |
TemporalGP.jl Tebbutt et al. (2021) | julia | MIT | JuliaGaussianProcesses/TemporalGPs.jl | v0.7.3 | | University of Cambridge
Aalto University
TemporalGPs.jl contributors | examples
talk | | | | | | | | | | | | | | | | | |
tinygp Foreman-Mackey et al. (2024) | Python | MIT | dfm/tinygp | v0.3.0 | PyPI | Simons Foundation
tinygp contributors | docs
tutorials
API | GitHub discussions | JAX
NumPyro | | Gaussian Process Regression (GPR)
Scalable Gaussian Processes (SGP) | \( \mathcal{O}(N^3) \) | Custom | Isotropic
Anisotropic | Constant
Polynomial
Dot Product
Exponential
Squared Exponential
Matern32
Matern52
Cosine
Exponential Sine Squared
Rational Quadratic
Custom | | Sum
Product | Gaussian
Non-Gaussian | Custom | Inferable | Maximum Likelihood Estimation (MLE) | jaxopt | | |
UQLab Marelli et al. (2014) | MATLAB | BSD-3-Clause | n/a | v2.1.0 | uqlab_install | RSUQ ETH Zürich
UQLab contributors | docs
user manuals
examples | contact form
forum | | | Gaussian Process Regression (GPR)
Multi-output Gaussian Process (MOGP) | \( \mathcal{O}(N^3) \) | Zero
Constant
Linear
Quadratic
Polynomial
Custom | Isotropic
Anisotropic | Linear
Exponential
Gaussian
Matern32
Matern52
Custom | | | Gaussian | Custom
default value: 1e-10 | Inferable | Maximum Likelihood Estimation (MLE)
Cross-validation estimation (CV) | L-BFGS
GA
HGA
CMA-ES
HCMA-ES | | Leave-One-Out Cross-Validation (LOOCV)
Validation Error |
UQpy Olivier et al. (2020) | Python | MIT | SURGroup/UQpy | v4.2.0 | PyPI
conda | Johns Hopkins University
UQpy contributors | docs
examples | GitHub discussions | NumPy
SciPy | | Gaussian Process Regression (GPR) | \( \mathcal{O}(N^3) \) | Constant
Linear
Quadratic
Custom | Isotropic
Anisotropic | Squared Exponential
Matern
Custom | | | Gaussian | | Inferable | Maximum Likelihood Estimation (MLE) | SciPy optimizer
MinimizeOptimizer
FminCobyla | | |
UQ[py]Lab Lataniotis et al. (2021) | Python | BSD-3-Clause | n/a | v1.0.0 | PyPI | RSUQ ETH Zürich
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forum | | | Gaussian Process Regression (GPR)
Multi-output Gaussian Process (MOGP) | \( \mathcal{O}(N^3) \) | Zero
Constant
Linear
Quadratic
Polynomial
Custom | Isotropic
Anisotropic | Linear
Exponential
Gaussian
Matern32
Matern52
Custom | | | Gaussian | Custom
default value: 1e-10 | Inferable | Maximum Likelihood Estimation (MLE)
Cross-validation estimation (CV) | L-BFGS
GA
HGA
CMA-ES
HCMA-ES | | Leave-One-Out Cross-Validation (LOOCV)
Validation Error |