Various experimentations around Gaussian Processes.
conda create --name pyGP python=3.7
conda activate pyGP
pip install -r requirements.txt
and then 'run' the main's in example/ from PyCharm.
or wtih docker:
./BUILD.sh && ./RUN.sh
You'll find the output in ... output
folder.
Don't expect too much originality here, it's mostly a bunch of tutorial or example code put together in the same place.
- src/main/python/run_gpflow.py: MLE and MCMC using GPflow - https://gpflow.readthedocs.io/en/stable/notebooks/regression.html
- src/main/python/run_sklearn.py: MLE using Scikit-learn - https://scikit-learn.org/stable/
- src/main/python/run_tfp.py: MLE and HMC using Tensorflow probability - https://www.tensorflow.org/probability
- src/main/python/run_bo.py: comparison of the different variantes for BO purpose