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tinygp
the tiniest of Gaussian Process libraries

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tinygp is an extremely lightweight library for building Gaussian Process (GP) models in Python, built on top of jax. It has a nice interface, and it's pretty fast. Thanks to jax, tinygp supports things like GPU acceleration and automatic differentiation.

Check out the docs for more info: tinygp.readthedocs.io

About

The tiniest of Gaussian Process libraries

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