A library for low-rank Mercer Gaussian Processes.
This is a PyTorch based library containing classes for representation of special functions and Mercer kernel Gaussian processes for GP regression and other models.
This library is provided as a companion to our "Favard Kernels" paper.
This repository has as an informal
dependency the library ortho, a link to which is also provided in the paper.
To install, first install the ortho library.
To install this library, clone the repository, and ensure that the location
you install mercergp is in your PYTHONPATH environment variable.
Run pytest in the root folder to run unit tests.
A superset of the dependencies and necessary versions can be found in dependencies.txt, which contains a dump of pipdeptree on this project.