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Gaussian Process regression with analytical approximation of uncertainty propagation

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gp-approx

gp-approx is a Python module for Gaussian Process regression with analytical approximation of uncertainty propagation.

This framework was developed on the basis of papers: Gaussian Process priors with Uncertain Inputs: Multiple-Step-Ahead Prediction and Efficient Reinforcement Learning using Gaussian Processes

Instalation

Dependecies

gp-approx requires:

  • Python (>= 3.7.4)
  • NumPy (>= 1.19.2)
  • SciPy (>= 1.3.1)
  • Pandas (>= 1.2.3)

User installation

The easiest way to install gp-approx is using pip:

pip install gp-approx

or clone this repository:

git clone https://github.com/mile888/gp-approx.git

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Gaussian Process regression with analytical approximation of uncertainty propagation

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