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
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