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Overview

GopPy (Gaussian Online Processes for Python) is a pure Python module providing a Gaussian process implementation which allows to add new data efficiently online. I wrote this module because all other Python implementations I knew did not support efficient online updates.

The feature list:

  • scikit-learn compatible interface.
  • Efficient online updates.
  • Prediction of first order derivatives.
  • Estimation of the log likelihood and its derivative.
  • Well documented.
  • Good test coverage.
  • MIT license.

Documentation

The documentation can be found at https://goppy.readthedocs.io/en/latest/.

Installation

You can install GopPy with pip:

pip install goppy