pyGPs–APythonLibraryfor.PDFVIP

Journal of Machine Learning Research 16 (2015) 2611-2616 Submitted 2/14; Revised 12/14; Published 12/15 pyGPs – A Python Library for Gaussian Process Regression and Classification Marion Neumann m.neumann@ Department of Computer Science and Engineering, Washington University, St. Louis, MO 63130, United States Shan Huang schan.huang@ Fraunhofer IAIS, 53757 Sankt Augustin, Germany Daniel E. Marthaler dan.marthaler@ Sproutling, San Francisco, CA 94111, United States Kristian Kersting kristian.kersting@cs.tu-dortmund.de Department of Computer Science, TU Dortmund University 44221 Dortmund, Germany Editor: Antti Honkela Abstract We introduce pyGPs, an object-oriented implementation of Gaussian processes (gps) for machine learning. The library provides a wide range of functionalities reaching from simple gp specification via mean and covariance and gp inference to more complex implementa- tions of hyperparameter optimization, sparse approximations, and graph based learning. Using Python we focus on usability for both “users” and “researchers”. Our main goal is to offer a user-friendly and flexible implementation of gps for machine learning. Keywords: Gaussian processes, Python, regression and classification 1. Introduction pyGPs is a Python software project implementing Gaussian processes (gps) for machine learning (ml). gps have become a popular model for a wide variety of ml tasks (Rasmussen and Williams, 2006), such as standard regression and classification, as well as active learning (Freytag et al., 2013), graph-based and relational learning (Chu