caomw / gpflow

Gaussian processes in TensorFlow

GPflow

GPflow is a package for building Gaussian process models in python, using TensorFlow. It was originally created and is now managed by James Hensman and Alexander G. de G. Matthews. The full list of contributors (in alphabetical order) is Alexis Boukouvalas, Ivo Couckuyt, Keisuke Fujii, Zoubin Ghahramani, David J. Harris, James Hensman, Pablo Leon-Villagra, Daniel Marthaler, Alexander G. de G. Matthews, Tom Nickson, Valentine Svensson and Mark van der Wilk. GPflow is an open source project so if you feel you have some relevant skills and are interested in contributing then please do contact us.

What does GPflow do?

GPflow implements modern Gaussian process inference for composable kernels and likelihoods. The online user manual contains more details. The interface follows on from GPy, for more discussion of the comparison see this page.

Install

1) Install TensorFlow.

Please see instructions on the main TensorFlow webpage. You will need version 0.11. We find that for most users pip installation is the fastest way to get going.

2) install package

GPflow includes some tensorflow extensions that are compiled when you run setup.py. For those interested in modifying the source of GPflow, we recommend

python setup.py develop

but installation should work well too:

python setup.py install

You can run the tests with python setup.py test.

Citing GPflow

To cite GPflow, please reference the Technical report. Sample Bibtex is given below:

@ARTICLE{GPflow2016,
   author = {Matthews, Alexander G. de G. and {van der Wilk}, Mark and Nickson, Tom and 
	Fujii, Keisuke. and {Boukouvalas}, Alexis and {Le{\'o}n-Villagr{\'a}}, Pablo and 
	Ghahramani, Zoubin and Hensman, James},
    title = "{{GP}flow: A {G}aussian process library using {T}ensor{F}low}",
  journal = {arXiv preprint 1610.08733},
     year = 2016,
    month = oct
}