A comprehensive guide to Gaussian Process libraries

LIBRARYLANGUAGELICENSEREPOSITORYRELEASEINSTALLATIONDEVELOPERS & FUNDINGDOCUMENTATIONCOMMUNITY SUPPORTFRAMEWORKGPUSOLVERSTREND TYPESKERNEL   \( R(x,x';\theta) \)LIKELIHOODESTIMATION METHODSOPTIMIZATION METHODSRESAMPLINGMETRICS
MODELSCOMPLEXITYLENGTH SCALECORRELATION FAMILIESMIXTUREMIXTURE MODELTYPENUGGETNOISE VARIANCE \( \sigma^2 \)
AbstractGPs.jl
n/a
juliaMITJuliaGaussianProcesses/AbstractGPs.jlv0.5.24AbstractGPs.jl contributorsdocs examplesFeature not availableFeature not availableFeature not available
albatross
n/a
C++MITswift-nav/albatrossn/aSwift Navigation albatross contributorsdocsFeature not availableFeature not availableFeature not available
AutoGP
Krauth et al. (2017)
PythonApache-2.0ebonilla/AutoGPn/aThe University of New South Wales EURECOM AutoGP contributorsFeature not availableFeature not availableFeature not available
AutoGP.jl
Saad et al. (2023)
juliaApache-2.0probsys/AutoGP.jlv0.1.9Carnegie Mellon University Google Research Massachusetts Institute of Technologydocs tutorials APIFeature not availableFeature not availableFeature not available
celerite
Foreman-Mackey et al. (2017)
C++ julia PythonMITdfm/celeritev0.4.3University of Washington Flatiron Institute Indian Institute of Science Columbia University celertie contributorsdocs APIFeature not availableFeature not availableFeature not available
celerite2
Gordon et al. (2020)
C++ PythonMITexoplanet-dev/celerite2v0.3.2University of Washington Flatiron Institute celertie2 contributorsdocs tutorialsFeature not availableFeature not availableFeature not available
DACE
Nielsen et al. (2002)
MATLABCustomn/av2.5add to the pathTechnical University of Denmark (DTU)docs user manualsFeature not availableGaussian Process Regression (GPR)\( \mathcal{O}(N^3) \)Constant Linear QuadraticIsotropic AnisotropicGaussian Exponential Linear Spherical Cubic SplineFeature not availableGaussianInferableMaximum Likelihood Estimation (MLE)Matlab Optimization ToolboxFeature not available
deepgp
Sauer et al. (2023)
RLGPLcran/deepgp1.1.3Virginia Polytechnic Institute and State Universitydocs tutorialsFeature not availableFeature not availableFeature not available
DiceKriging
Roustant et al. (2012)
RGPL-2.0cran/DiceKrigingR-3.0.3CRANINSA Toulouse Ecole des Mines de St-Etienne Universitat Bern AlpestatdocsblogFeature not availableGaussian Process Regression (GPR)\( \mathcal{O}(N^3) \)Zero Constant Polynomial CustomIsotropic AnisotropicGaussian Exponential Matern32 Matern52 Power-exponentialFeature not availableGaussianCustom InferableInferableMaximum Likelihood Estimation (MLE)BFGS genoudFeature available
egobox-gp
Lafage (2022)
Rust PythonApache-2.0relf/egobox0.29.0cargo PyPIONERA University of Toulouse egobox contributorsdocsFeature not availableGaussian Processes Regression (GPR) Sparse Gaussian Process Regression (SGPR)\( \mathcal{O}(N^3) \) \( \mathcal{O}(NM^2) \)Constant Linear QuadraticIsotropic AnisotropicSquared Exponential Absolute Exponential Matern32 Matern52Feature not availableGaussianMaximum Likelihood Estimation (MLE) Fully Independent Training Conditional (FITC)Cobyla SLSQPFeature availableLeave-One-Out Cross-Validation (LOOCV) Cross-Validation score
fbm
Neal (1996)
CBSL-1.0radfordneal/fbmfbm.2022-04-21University of TorontodocsFeature not availableZeroFeature not availableFeature not available
friedrich
n/a
RustApache-2.0nestordemeure/friedrichn/afriedrich contributorsFeature not availableFeature not availableFeature not available
gaussianproc
n/a
GON/An/av0Feature not availableFeature not availableFeature not available
GaussianProcesses.jl
Fairbrother et al. (2022)
juliaMITSTOR-i/GaussianProcesses.jlv0.12.5Pkg.jlLancaster University EPFL GaussianProcesses.jl contributorsdocs tutorials jupyter notebooksOptim.jl Distributions.jlFeature not availableGaussian Process Regression (GPR) Gaussian Process Classification (GPC) Sparse Gaussian Process (SGP)\( \mathcal{O}(N^3) \) \( \mathcal{O}(NM^2) \)Zero Constant Linear Polynomial Sum Product CustomIsotropic AnisotropicSquared Exponential Matern12 Matern32 Matern52 Polynomial Periodic Rational Quadratic Fixed Masked Feature availableSum ProductGaussian Bernoulli Poisson Binomial Exponential Student-TCustomInferableMaximum Likelihood Estimation (MLE) Markov Chain Monte Carlo (MCMC) Variational Inference Fully Independent Training Conditional (FITC) Subset of Regressors (SoR) Deterministic Training Conditional (DTC) Full scale approximation (FSA)Optim.jl optimizer L-BFGS Conjugate gradientsFeature available
george
Ambikasaran et al. (2015)
PythonMITdfm/georgev0.4.4New York University Simons Foundation george contributorsdocs tutorialsFeature not availableFeature not availableFeature not available
go-kriging
n/a
GOMITlvisei/go-krigingv0.0.1-alpha.15Feature not availableFeature not availableFeature not available
GPflow
Matthews et al. (2017)
PythonApache-2.0GPflow/GPflowv2.9.2PyPIUniversity of Cambridge University of Oxford Kyoto University University of Edinburgh The University of Manchester Lancaster University GPflow contributorsdocsslack GitHub discussions stackoverflowTensorFlowFeature availableGaussian Process Regression (GPR) Gaussian Process Classification (GPC) Sparse Gaussian Process Regression (SGPR) GPR with Fully Independent Training Conditional (FITC) Variational Gaussian Process (VGP) Sparse Variational Gaussian Process (SVGP) Gaussian Process Latent Variable Model (GPLVM) Conjugate Gradient Lower Bound (CGLB) Gaussian Process Markov Chain Monte Carlo (GPMC) Sparse Gaussian Process Markov Chain Monte Carlo (SGPMC) Convolutional Gaussian Process Multi-output Gaussian Process (MOGP)\( \mathcal{O}(N^3) \) \( \mathcal{O}(NM^2) \)Zero Additive Polynomial Constant Identity Linear Product Switched Function CustomIsotropic AnisotropicArcCosine Bias Change Points Constant Convolutional Coregion Cosine Exponential Independent Latent Linear Linear Coregionalization Matern12 Matern32 Matern52 Multioutput Periodic Polynomial Squared Exponential Rational Quadratic Separate Independent Shared Independent Squared Exponential Static Stationary White CustomFeature availableSum Product CombinationBernoulli Beta Exponential Gamma Gaussian Gaussian MC Heteroskedastic TFP Conditional Monte Carlo Likelihood Multi Latent Likelihood Student-T Poisson Softmax Switched Likelihood Scalar CustomCustom Fixed Non-Trainable default value: 1e-6InferableMaximum Likelihood Estimation (MLE) Variational Free Energy (VFE) Evidence Lower Bound (ELBO) Markov Chain Monte Carlo (MCMC) Expectation Propagation (EP) Laplace approximation (LA)NaturalGradient Adam SciPy optimizer Keras optimizerFeature available
GPflux
Dutordoir et al. (2021)
PythonApache-2.0secondmind-labs/GPfluxv0.4.4University of Cambridge Imperial College London University College London Secondimind labs GPflux contributorsdocs tutorials APIslackFeature not availableFeature not availableFeature not available
GpGp
Guinness et al. (2018)
RMITcran/GpGp0.5.1Cornell University GpGp contributorsdocs tutorialsFeature not availableFeature not availableFeature not available
GPJax
Pinder et al. (2022)
PythonApache-2.0JaxGaussianProcesses/GPJaxv0.11.0PyPILancaster University GPJax contributorsdocs tutorials APIGitHub discussions contact formJAXFeature availableGaussian Processes Regression (GPR) Gaussian Processes Classification (GPC) Deep Gaussian Processes (DGP) Sparse Gaussian Process Regression (SGPR) Sparse Variational Gaussian Process (SVGP) Multi-output Gaussian Process (MOGP)\( \mathcal{O}(N^3) \) \( \mathcal{O}(NM^2) \)Zero Constant CombinationIsotropic AnisotropicMatern12 Matern32 Matern52 Squared Exponential Rational Quadratic Powered Exponential Periodic White noise Linear Polynomial Graph kernels Non-stationary ArcCosine Non-stationary Linear Non-stationary Polynomial CustomFeature availableSum ProductGaussian Bernoulli PoissonCustom Inferable default value: 1e-6InferableMaximum Likelihood Estimation (MLE) Leave-One-Out Cross-Validation (LOOCV) Markov Chain Monte Carlo (MCMC) Stochastic Variational Inference (SVI) Evidence Lower Bound (ELBO) Variational Expectation (VE)Optax SciPy optimizerFeature availableLeave-One-Out Cross-Validation (LOOCV) Conjugate Marginal Log-Likelihood (MLL) Log-Posterior Density
GPML
Rasmussen et al. (2010)
MATLAB GNU OctaveFreeBSDhnickisch/gpml-matlabv4.2add to the path sturtupUniversity of Cambridge Max Planck Institutedocs user manualsFeature not availableGaussian Process Regression (GPR) Gaussian Process Classification (GPC)\( \mathcal{O}(N^3) \) \( \mathcal{O}(NM^2) \)Zero One Constant Linear Polynomial Discrete Precomputed mean Predictive Nearest neighbor Weighted sum of projected cosines Scaled Sum Product Power Mask Difference WarpedIsotropic AnisotropicConstant LinearWhite noise Picewise Polynomial Matern12 Matern32 Matern52 Rational Quadratic Squared ExponentialFeature availableErf (Probit) Logistic (Logit) Uniform Gaussian Gumbel Laplace Search-square Student-T Poisson Negative Binomial Gamma Exponential Log Gaussian Beta MixtureExact inference Laplace Approximation (LA) Expectation Propagation (EP) Variational Bayes Approximation (VB) Kullback-Leibler Approximation (KL) Markov Chain Monte Carlo (MCMC) Leave-One-Out Cross-Validation (LOOCV)Feature not available
GPR
n/a
C++Apache-2.0ChristophJud/GPRn/aUniversity of BaselFeature not availableFeature not availableFeature not available
GPstuff
Vanhatalo et al. (2017)
R MATLAB GNU OctaveGPL-3.0gpstuff-dev/gpstuffv4.7matlab_install add to the path CRANUniversity of Helsinki Aalto University of Science GPstuff contributorsdocsFeature not availableGaussian Process Regression (GPR) Gaussian Process Classification (GPC) Sparse Gaussian Process (SGP) GPR with Fully Independent Training Conditional (FITC) GPR with Partial Independent Training Conditional (PITC) Sparse Variational Gaussian Process (SVGP)\( \mathcal{O}(N^3) \) \( \mathcal{O}(NM^2) \)Zero Constant Linear SquaredIsotropic AnisotropicCategorical Constant Squared Exponential Linear Matern 3/2 Matern 5/2 NN Periodic Piecewise Polynomial Rational QuadraticFeature availableSum Product ScaleGaussian Gaussian scale mixture Student-T Logit Probit Softmax Binomial Poisson Negative-binomial Hurdle model WeibullCustomInferableMaximum Likelihood Estimation (MLE) Deviance information criterion (DIC) Leave-one-out Cross-Validation (LOOCV) Widely Applicable Information Criterion (WAIC) Laplace Approximation (LA) Expectation Propagation (EP) Markov Chain Monte Carlo (MCMC) Hamiltonian Monte Carlo (HMC)fminscg fminlbfgs fminuncFeature availableEuclidean distance
GPvecchia
Katzfuss et al. (2017)
RGPL-2.0 GPL-3.0katzfuss-group/GPvecchiav0.1.4Texas A&M University Cornell University GPvecchia contributorsdocs tutorialsFeature not availableFeature not availableFeature not available
GPy
GPy (2012)
PythonBSD-3-ClauseSheffieldML/GPyv1.13.2PyPIUniversity of Sheffield GPy contributorsdocs jupyter notebooksGitHub discussionsNumPy SciPyFeature not availableGaussian Process Regression (GPR) Gaussian Process Classification (GPC) Sparse Gaussian Process Regression (SGPR) Sparse Gaussian Process Classification (SGPC) Variational Gaussian Process (VGP) Gaussian Process Latent Variable Model (GPLVM) Sparse Gaussian Process Latent Variable Model (SGPLVM) Spike-and-Slab Gaussian Process Latent Variable Model (SSGPLVM) Back constrained Gaussian Process Latent Variable Model (BCGPLVM) Multi-output Gaussian Process (MOGP)\( \mathcal{O}(N^3) \) \( \mathcal{O}(NM^2) \)Zero Constant Linear Polynomial CustomIsotropic AnisotropicSquared Exponential Matern Browian Linear Bias Periodic Polynomial MLP Coregionalized White Cosine Exponential Quadratic Exponential Rational QuadraticFeature availableAddition Multiplication Coregionalization Active DimensionsGaussian Bernoulli Binomial Exponential Gamma LogLogistic LogGaussian Mixed Noise Poisson Student-T WeibullCustom Inferable default value: 1e-6InferableMaximum Likelihood Estimation (MLE) Evidence Lower Bound (ELBO) Variational Free Energy (VFE) Laplace Approximation (LA) Variational Inference (VI)L-BFGS Scaled Conjugate Gradient (SCG) Gradient Descent SciPy OptimizerFeature available
GPyTorch
Gardner et al. (2018)
PythonMITcornellius-gp/gpytorchv1.14PyPI condaCornell University The University of British Columbia Meta New York University University of Pennsylvania GPyTorch contributorsdocs examplesstackoverflow GitHub discussionsPyTorchFeature availableGaussian Process Regression (GPR) Gaussian Process Classification (GPC) GPR with BlackBox Matrix-Matrix Inference (BBMM) GPR with LancZos Variance Estimates (LOVE) Sparse Gaussian Process Regression (SGPR) Structured Kernel Interpolation (SKI/KISS-GP) Structured Kernel Interpolation for Products (SKIP) Structure-Exploiting Kernels Approximate GP Inference Deep GPs Gaussian Process Latent Variable Model (GPLVM) Multi-output Gaussian Process (MOGP)\( \mathcal{O}(N^3) \) \( \mathcal{O}(N^2) \) \( \mathcal{O}(NM^2) \) \( \mathcal{O}(N) \) \( \mathcal{O}(N + M \log M) \)Zero Constant LinearIsotropic AnisotropicCosine Constant Cylindrical Linear Matern Periodic Picewise Polynomial Polynomial Squared Exponential Rational Quadratic Spectral Delta Spectral Mixture Arc Index LCMK Multitask Grid Grid Interpolation Inducing Point RFFK Hamming IMQ Hamming IMQ Gaussian Symmetrized KL Distributional InputFeature availableAdditive Product Scale Spectral MixtureGaussian Gaussian With Missing Values Fixed Noise Gaussian Dirichlet Classification Bernoulli Beta Laplace Student-T Multitask Gaussian Softmax Heteroskedastic NoiseCustom Fixed Non-Trainable default value: 1e-6 for float default value: 1e-8 for doubleInferableMaximum Likelihood Estimation (MLE) Leave One Out Cross Validation (LOO-CV) Variational evidence lower bound (ELBO) Variational Inference (VI) Predictive Log Likelihood Gamma Robust Variational ELBO Deep Approximate MLL Inducing Point Kernel Added Loss Term KL Gaussian Added Loss TermNatural Gradient Descent (NGD) PyTorch optimizer Adam L-BFGS SGDFeature availableNegative Log Predictive Density (NLPD) Meas Standardized Log Loss (MSLL) Mean Absolute Error (MAE) Mean Squared Error (MSE)
GSTools
Müller et al. (2022)
PythonLGPLGeoStat-Framework/GSToolsv1.7.0UFZ University of Potsdam CASUS Utrecht University GSTools contributorsdocs tutorials APIGitHub discussionsFeature not availableFeature not availableFeature not available
Keras-GP
Al-Shedivat et al. (2017)
PythonMITalshedivat/keras-gp0.3.2Carnegie Mellon University Cornell University Keras-GP contributorsexamples tutorialsFeature not availableFeature not availableFeature not available
libgp
n/a
C++BSD-3-Clausemblum/libgpv0.3.0docsFeature not availableFeature not availableFeature not available
libKriging
Richet et al. (2023)
C++ Python R MATLAB GNU OctaveApache-2.0libKriging/libKrigingv0.9.1libKriging contributorsdocs r docs API colab notebooksFeature not availableFeature not availableFeature not available
mogptk
de Wolff et al. (2020)
PythonMITGAMES-UChile/mogptkv0.5.1GAMES Universidad de Chile mogptk contributorsdocs tutorials examplesFeature not availableFeature not availableFeature not available
MUQ
Parno et al. (2021)
C++ PythonBSD-3-Clausemituq/muq2v0.4.3Massachusetts Institute of Technology Dartmouth College New York University Heidelberg University National Science Foundation US Department of Energydocs examples py examplesslackFeature not availableFeature not availableFeature not available
Neural Tangents
Novak et al. (2020)
PythonApache-2.0google/neural-tangentsv0.6.5Google Brain University of Cambridge Neural Tangents contributorsdocs colab notebooks talkFeature not availableFeature not availableFeature not available
ooDACE
n/a
MATLABGPL-3.0n/an/aadd to the path startupGhent UniversitydocsFeature not availableGaussian Process Regression (GPR)\( \mathcal{O}(N^3) \)Zero Constant Linear PolynomialIsotropic AnisotropicGaussian Matern32 Matern52 ExponentialFeature availableGaussianInferableMaximum Likelihood Estimation (MLE) Cross-validation estimation (CV)NLOPT PCTOptimizerFeature not availableMean Squared Error (MSE) Cross-Validation (CV)
OpenTURNS
Baudin et al. (2016)
C++ PythonLGPLopenturns/openturnsv1.24PyPI condaAirbus Group EDF R&D Phimeca Engineering IMACS ONERA OpenTURNS contributorsdocschat forum stackoverflowFeature not availableGaussian Process Regression (GPR)\( \mathcal{O}(N^3) \)Constant Linear Quadratic CustomIsotropic AnisotropicSquared Exponential Exponential Matern Kroenecker Rank-M Spherical Tensorized CustomFeature availableProductGaussianCustom InferableInferableMaximum Likelihood Estimation (MLE)NLopt Cobyla L-BFGS-B TNCFeature availableCoefficient of determination (\( R^2 \)) Mean Squared Error (MSE)
pyGPs
Neumann et al. (2015)
PythonFreeBSDmarionmari/pyGPsv1.3.5Washington University Fraunhofer IAIS TU Dortmund Sproutling pyGPs contributorsdocs examplesFeature not availableFeature not availableFeature not available
PyKrige
Müller et al. (2022)
PythonBSD-3-ClauseGeoStat-Framework/PyKrigev1.7.2UFZ University of Potsdam CASUS Utrecht University PyKrige contributorsdocs examples APIGitHub discussionsFeature not availableFeature not availableFeature not available
PyMC
Abril-Pla et al. (2023)
PythonApache-2.0pymc-devs/pymcv5.22.0ArviZ-Devs Boston University Google Research University of Toronto The Hospital for Sick Children Philadelphia Phillies Baseball Operations Department PyMC Labs Stony Brook University Universidad Nacional de San Luis Forschungszentrum Jülich University of Oxford NumFOCUS Mistplay ODSC ADIA Lab PyMC contributorsdocs examples APIforum GitHub discussionsFeature not availableFeature not availableFeature not available
PYRO
Bingham et al. (2019)
PythonApache-2.0pyro-ppl/pyro1.9.1Uber AI Stanford University Broad Institute Linux Foundation PYRO contributorsdocs examplesforumFeature not availableFeature not availableFeature not available
scikit-learn
Pedregosa et al. (2011)
PythonBSD-3-Clausescikit-learn/scikit-learn1.6.1PyPI condaCommunity driven NVIDIA INRIA Hugging Face Microsoft Quansight Labs sci-kit-learn contributorsdocs examples tutorials APIblog stackoverflow GitHub discussionsNumPy SciPyFeature not availableGaussian Process Regression (GPR) Gaussian Process Classification (GPC)\( \mathcal{O}(N^3) \)ZeroIsotropic AnisotropicMatern Constant Dot-Product Squared Exponential Rational Quadratic WhiteFeature availableSum Product Exponentiation CompoundGaussian BernoulliCustom default value: 1e-10InferableMaximum Likelihood Estimation (MLE) Laplace Approximation (LA) Expectation Propagation (EP)L-BFGSB SciPy OptimizerFeature availableMean Squared Error (MSE) Mean Squared Log Error (MSLE) Root Mean Squared Error (RMSE) Mean Absolute Error (MAE) Mean Absolute Percentage Error (MAPE) Median Absolute Error (MedAE) Coefficient of determination (\( R^2 \)) Explained Variance Max Error
SMT
Saves et al. (2024)
PythonBSD-3-ClauseSMTorg/smtv2.9.2PyPIISAE SUPEAERO NASA ONERA University of Michigan University of San Diego Polytechnique Montréal SMT contributorsdocs tutorialsNumPy Numba SciPyFeature not availableGaussian Process Regression (GPR) Sparse Gaussian Process Regression (SGPR) Marginal GP Inference Kriging with Partial Least Squares (KPLS / KPLSK) Gradient-enhaced Kriging (GEK)\( \mathcal{O}(N^3) \) \( \mathcal{O}(NM^2) \)Constant Linear QuadraticIsotropic AnisotropicPower Exponential Absolute Exponential Squared Exponential Matern32 Matern52 Categorical HierarchicalFeature not availableGaussianCustom Inferable default value: 2.22e-14InferableMaximum Likelihood Estimation (MLE) Fully Independent Training Conditional (FITC) Variational Free Energy (VFE)Cobyla TNCFeature available
STAN
Stan Development Team (2017)
R C++ julia Python MATLABBSD-3-Clausebrian-lau/MatlabStanv2.15.1.0Stan Development Team NumFOCUS Stan contributors MatlabStan contributors RStan contributors pyStan contributors Stan.jl contributorsdocs r docs mat docs py docs jl docsforum slackFeature not availableFeature not availableFeature not available
Stheno
Tebbutt et al. (2019)
julia PythonMITJuliaGaussianProcesses/Stheno.jlv0.8.2University of Cambridge Stheno.jl contributors Stheno py contributorspy docs jl docs py examples jl examples py API jl API talkGitHub discussionsFeature not availableFeature not availableFeature not available
STK
Bect et al. (2023)
MATLAB GNU OctaveGPL-3.0stk-kriging/stk2.8.1stk_initCentraleSupélec STK contributorsdocs examplesmailing-listFeature not availableGaussian Process Regression (GPR)\( \mathcal{O}(N^3) \)Zero Constant LinearIsotropic AnisotropicGaussian Matern32 Matern52 Spherical DiscreteFeature not availableGaussianInferableRestricted Maximum Likelihood Estimation (REMLE)fmincon fminsearchFeature availableLeave-One-Out Cross-Validation (LOOCV)
SuperGauss
Ling et al. (2020)
RGPL-3.0mlysy/SuperGaussn/aUniversity of Waterloo SuperGauss contributorsdocs tutorialsFeature not availableFeature not availableFeature not available
Surrogates.jl
n/a
juliaMITSciML/Surrogates.jlv6.11.0Chan Zuckerberg Initiative Wellcome Trust Microsoft Surrogates.jl contributorsdocschatFeature not availableFeature not availableFeature not available
TemporalGP.jl
Tebbutt et al. (2021)
juliaMITJuliaGaussianProcesses/TemporalGPs.jlv0.7.3University of Cambridge Aalto University TemporalGPs.jl contributorsexamples talkFeature not availableFeature not availableFeature not available
tinygp
Foreman-Mackey et al. (2024)
PythonMITdfm/tinygpv0.3.0PyPISimons Foundation tinygp contributorsdocs tutorials APIGitHub discussionsJAX NumPyroFeature availableGaussian Process Regression (GPR) Scalable Gaussian Processes (SGP)\( \mathcal{O}(N^3) \)CustomIsotropic AnisotropicConstant Polynomial Dot Product Exponential Squared Exponential Matern32 Matern52 Cosine Exponential Sine Squared Rational Quadratic CustomFeature availableSum ProductGaussian Non-GaussianCustomInferableMaximum Likelihood Estimation (MLE)jaxoptFeature available
UQLab
Marelli et al. (2014)
MATLABBSD-3-Clausen/av2.1.0uqlab_installRSUQ ETH Zürich UQLab contributorsdocs user manuals examplescontact form forumFeature not availableGaussian Process Regression (GPR) Multi-output Gaussian Process (MOGP)\( \mathcal{O}(N^3) \)Zero Constant Linear Quadratic Polynomial CustomIsotropic AnisotropicLinear Exponential Gaussian Matern32 Matern52 CustomFeature not availableGaussianCustom default value: 1e-10InferableMaximum Likelihood Estimation (MLE) Cross-validation estimation (CV)L-BFGS GA HGA CMA-ES HCMA-ESFeature availableLeave-One-Out Cross-Validation (LOOCV) Validation Error
UQpy
Olivier et al. (2020)
PythonMITSURGroup/UQpyv4.2.0PyPI condaJohns Hopkins University UQpy contributorsdocs examplesGitHub discussionsNumPy SciPyFeature not availableGaussian Process Regression (GPR)\( \mathcal{O}(N^3) \)Constant Linear Quadratic CustomIsotropic AnisotropicSquared Exponential Matern CustomFeature not availableGaussianInferableMaximum Likelihood Estimation (MLE)SciPy optimizer MinimizeOptimizer FminCobylaFeature not available
UQ[py]Lab
Lataniotis et al. (2021)
PythonBSD-3-Clausen/av1.0.0PyPIRSUQ ETH Zürich UQ[py]Lab contributorsdocs user manuals examplescontact form forumFeature not availableGaussian Process Regression (GPR) Multi-output Gaussian Process (MOGP)\( \mathcal{O}(N^3) \)Zero Constant Linear Quadratic Polynomial CustomIsotropic AnisotropicLinear Exponential Gaussian Matern32 Matern52 CustomFeature not availableGaussianCustom default value: 1e-10InferableMaximum Likelihood Estimation (MLE) Cross-validation estimation (CV)L-BFGS GA HGA CMA-ES HCMA-ESFeature availableLeave-One-Out Cross-Validation (LOOCV) Validation Error

Source: © A. Faraci, P. Beaurepaire, N. Gayton; A comprehensive guide to Gaussian Process libraries: bridging theory with practice through features, limitations, and performance.

This Project has received funding from the European Union’s Horizon 2020 research and innovation programme under Marie Sklodowska-Curie project GREYDIENT – Grant Agreement n°955393