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arXiv 2002.03471stat.MLcs.LGeess.SP
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MOGPTK: The Multi-Output Gaussian Process Toolkit

Center for Mathematical Modeling Universidad de Chile(智利大学数学建模中心)

Taco de Wolff, Alejandro Cuevas, Felipe Tobar

英文摘要:

We present MOGPTK, a Python package for multi-channel data modelling using Gaussian processes (GP). The aim of this toolkit is to make multi-output GP (MOGP) models accessible to researchers, data scientists, and practitioners alike. MOGPTK uses a Python front-end, relies on the GPflow suite and is built on a TensorFlow back-end, thus enabling GPU-accelerated training. The toolkit facilitates implementing the entire pipeline of GP modelling, including data loading, parameter initialization, model learning, parameter interpretation, up to data imputation and extrapolation. MOGPTK implements the main multi-output covariance kernels from literature, as well as spectral-based parameter initialization strategies. The source code, tutorials and examples in the form of Jupyter notebooks, together with the API documentation, can be found at http://github.com/GAMES-UChile/mogptk

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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