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dfm / tinygp

The tiniest of Gaussian Process libraries
https://tinygp.readthedocs.io
MIT License
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tinygp
the tiniest of Gaussian Process libraries

GitHub Workflow Status Read the Docs Zenodo DOI

tinygp is an extremely lightweight library for building Gaussian Process (GP) models in Python, built on top of jax. It has a nice interface, and it's pretty fast. Thanks to jax, tinygp supports things like GPU acceleration and automatic differentiation.

Check out the docs for more info: tinygp.readthedocs.io