/BANNER

A gpflow 2 implementation of the variational Generalized Wishart Process

Primary LanguagePython

BANNER

Bayesian Non-parametric Network Regression using variational Generalized Wishart Processes

This project consists of a gpflow 2 implementation of the variational Generalized Wishart Process , based on the Generalized Wishart Process. The implementation consists of the exact Wishart Process model and likelihood, as well as the factorized approximation. In addition, a multi output kernel is added which allows several input channels to share the same kernel (and thus learn the same lengthscale).

Contact

Package requirements

package version
gpflow 2.1.4
tensorflow 2.5.0
tensorflow_probability 0.12.1
tensorboard 2.5.0
matplotlib 3.3.2
numpy 1.19.2
h5py 3.1.0
scikit-learn 0.24.2
pandas 1.3.2
tqdm 4.62.3

Project structure

├── data                    # Folder for offline data
├── logs                    # Saving trained models and training logs     
├── analyses                # Training scripts and jupyter notebook examples
├── src                     # Source files
│   ├── models   
|   ├── kernels   
|   ├── likelihood   
└── README.md	

Tensorboard

Run "tensorboard --logdir logs/" in command line