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JuliaGaussianProcesses

14 indexed repositories · View on GitHub

Stheno.jl
Probabilistic Programming with Gaussian processes in Julia

Julia · 341 stars
AbstractGPs.jl
Abstract types and methods for Gaussian Processes.

Julia · 287 stars
KernelFunctions.jl
Julia package for kernel functions for machine learning

Julia · 275 stars
TemporalGPs.jl
Fast inference for Gaussian processes in problems involving time. Partly built on results from https://proceedings.mlr.press/v161/tebbutt...

Julia · 122 stars
ParameterHandling.jl
Foundational tooling for handling collections of parameters in models

Julia · 74 stars
GPLikelihoods.jl
Provides likelihood functions for Gaussian Processes.

Julia · 44 stars
ApproximateGPs.jl
Approximations for Gaussian processes: sparse variational inducing point approximations, Laplace approximation, ...

Julia · 37 stars
BayesianLinearRegressors.jl
Bayesian Linear Regression in Julia

Julia · 30 stars
AugmentedGPLikelihoods.jl
Provide all functions needed to work with augmented likelihoods (conditionally conjugate with Gaussians)

Julia · 22 stars
InducingPoints.jl
Package for different inducing points selection methods

Julia · 8 stars
LinearMixingModels.jl
http://proceedings.mlr.press/v119/bruinsma20a.html

Julia · 5 stars
RandomFourierFeatures.jl
[WIP] Random Fourier Feature approximations for KernelFunctions.jl

Julia · 3 stars
JuliaGPsDocs.jl
General setup to generate examples for the JuliaGP packages

Julia · 1 star
JuliaGaussianProcesses.github.io
Website for the JuliaGaussianProcesses organisation and its packages

HTML · 0 stars

Beginner friendly Everything

Open All

Hilbert space GPs? Open

Difficulty 5/5 Over a week Newbie friendliness 25/100

JuliaGaussianProcesses/AbstractGPs.jl#458 · 2 comments · Opened Sep 8, 2026
Future plans? Open

Difficulty 5/5 Over a week Newbie friendliness 25/100

JuliaGaussianProcesses/KernelFunctions.jl#585 · 8 comments · 3 reactions · Opened Jan 13, 2026
Something like "MethodError: PeriodicTransform{Vector{Float32}} with SubArray in Zygote gradient of TransformedKernel (D_feats=1)" Open

Difficulty 4/5 3-5 days Newbie friendliness 30/100

JuliaGaussianProcesses/KernelFunctions.jl#573 · Opened Jun 4, 2025
ForwardDiff fails for Matern kernels when the two arguments are equal Open

Difficulty 3/5 1-2 days Newbie friendliness 48/100

JuliaGaussianProcesses/KernelFunctions.jl#571 · 1 reaction · Opened Apr 22, 2025
PosDef error for RBF kernel Open

question

Difficulty 4/5 3-5 days Newbie friendliness 42/100

JuliaGaussianProcesses/AbstractGPs.jl#402 · 3 comments · Opened Jul 3, 2024
What is `noise_var` in documentation? Open

question

Difficulty 2/5 1-3 hours Newbie friendliness 38/100

JuliaGaussianProcesses/AbstractGPs.jl#401 · 1 comment · Opened Jun 23, 2024
default behavior for flatten/unflatten with any type Open

Difficulty 3/5 1-2 days Newbie friendliness 35/100

JuliaGaussianProcesses/ParameterHandling.jl#75 · 3 comments · Opened Apr 4, 2024
RFC: making parameters subtypes of their originals Open

Difficulty 5/5 Over a week Newbie friendliness 25/100

JuliaGaussianProcesses/ParameterHandling.jl#74 · 8 comments · Opened Feb 27, 2024
Recursive (online) GP example Open

Difficulty 4/5 3-5 days Newbie friendliness 25/100

JuliaGaussianProcesses/TemporalGPs.jl#128 · 6 comments · Opened Feb 21, 2024
Increased AD compilation times induced by the change in #67 Open

Difficulty 4/5 3-5 days Newbie friendliness 30/100

JuliaGaussianProcesses/ParameterHandling.jl#73 · Opened Feb 13, 2024
`WendlandKernel`: Compact support -> sparse kernel matrix Open

new kernel

Difficulty 5/5 Over a week Newbie friendliness 25/100

JuliaGaussianProcesses/KernelFunctions.jl#550 · Opened Feb 12, 2024
[Feature request] `bounded` with equality (ie `[low, high]` rather than `(low, high)`) Open

Difficulty 3/5 1-2 days Newbie friendliness 45/100

JuliaGaussianProcesses/ParameterHandling.jl#71 · 3 comments · Opened Feb 9, 2024
CI Open

Difficulty 4/5 3-5 days Newbie friendliness 30/100

JuliaGaussianProcesses/ParameterHandling.jl#66 · Opened Feb 6, 2024
[feature request] inverse gamma prior on the measurement noise Open

Difficulty 5/5 Over a week Newbie friendliness 35/100

JuliaGaussianProcesses/BayesianLinearRegressors.jl#40 · 2 comments · Opened Dec 22, 2023
Revert #528 when upstream issue is fixed Open

Difficulty 2/5 1-3 hours Newbie friendliness 25/100

JuliaGaussianProcesses/KernelFunctions.jl#533 · 1 reaction · Opened Oct 23, 2023
Test custom rules Open

Difficulty 3/5 1-2 days Newbie friendliness 25/100

JuliaGaussianProcesses/KernelFunctions.jl#532 · 2 reactions · Opened Oct 17, 2023
Check lengths of `RegularInTime` arguments? Open

Difficulty 2/5 1-3 hours Newbie friendliness 45/100

JuliaGaussianProcesses/TemporalGPs.jl#119 · 3 comments · Opened Oct 4, 2023
Failures on master Open

Difficulty 3/5 1-2 days Newbie friendliness 25/100

JuliaGaussianProcesses/KernelFunctions.jl#526 · 5 comments · 2 reactions · Opened Sep 24, 2023
TemporalGPs extends deprecated `dtc` Open

Difficulty 5/5 Over a week Newbie friendliness 25/100

JuliaGaussianProcesses/TemporalGPs.jl#116 · 1 reaction · Opened Sep 22, 2023
Documenting caveats of `SimpleKernel` Open

Difficulty 2/5 1-3 hours Newbie friendliness 45/100

JuliaGaussianProcesses/KernelFunctions.jl#520 · 7 comments · Opened Jun 19, 2023
Noise parameter `Sigma` can't be recovered from `PosteriorGPs` Open

Difficulty 2/5 1-3 hours Newbie friendliness 35/100

JuliaGaussianProcesses/AbstractGPs.jl#368 · 5 comments · Opened Jun 6, 2023
Hyperparameter optimization & maintanance Open

Difficulty 5/5 Over a week Newbie friendliness 25/100

JuliaGaussianProcesses/AbstractGPs.jl#367 · 7 comments · 1 reaction · Opened Jun 6, 2023
Second derivative of Matern in zero is wrong Open

Difficulty 3/5 1-2 days Newbie friendliness 35/100

JuliaGaussianProcesses/KernelFunctions.jl#517 · 23 comments · Opened Jun 5, 2023
Add `LazyKernelMatrix` Open

enhancement

Difficulty 5/5 Over a week Newbie friendliness 30/100

JuliaGaussianProcesses/KernelFunctions.jl#514 · 1 comment · 1 reaction · Opened Jun 2, 2023
Perhaps avoid validating input dims on AbstractVector{<:AbstractVector{<:Real}} Open

Difficulty 4/5 3-5 days Newbie friendliness 35/100

JuliaGaussianProcesses/KernelFunctions.jl#512 · 7 comments · Opened May 30, 2023
Adding `AbstractKernel` Open

Difficulty 5/5 Over a week Newbie friendliness 20/100

JuliaGaussianProcesses/KernelFunctions.jl#509 · 1 comment · Opened May 21, 2023
Sum of independent kernels Open

enhancement

Difficulty 4/5 3-5 days Newbie friendliness 45/100

JuliaGaussianProcesses/KernelFunctions.jl#506 · 7 comments · Opened May 9, 2023
Efficient AD for the simulation of gradients Open

Difficulty 5/5 Over a week Newbie friendliness 25/100

JuliaGaussianProcesses/KernelFunctions.jl#504 · 6 comments · Opened May 2, 2023
Rename `kernelmatrix` to `kernel_matrix` Open

Difficulty 3/5 1-2 days Newbie friendliness 45/100

JuliaGaussianProcesses/KernelFunctions.jl#503 · 1 reaction · Opened May 2, 2023
API for filtered posteriors Open

enhancement

Difficulty 5/5 Over a week Newbie friendliness 30/100

JuliaGaussianProcesses/TemporalGPs.jl#110 · Opened May 2, 2023
An abstraction for the realization of a GP Open

Difficulty 5/5 Over a week Newbie friendliness 25/100

JuliaGaussianProcesses/AbstractGPs.jl#364 · 11 comments · 1 reaction · Opened Apr 27, 2023
`mean(gp, x)` and co not implemented Open

enhancement good first issue

Difficulty 3/5 1-2 days Newbie friendliness 35/100

JuliaGaussianProcesses/TemporalGPs.jl#103 · Opened Apr 11, 2023
`KernelSum` and `KernelProduct` with `Vector` of `Kernel` fails Open

bug

Difficulty 3/5 1-2 days Newbie friendliness 45/100

JuliaGaussianProcesses/KernelFunctions.jl#497 · 5 comments · 2 reactions · Opened Mar 28, 2023
Independent mokernel failing numerical equality test randomly Open

Difficulty 2/5 1-3 hours Newbie friendliness 45/100

JuliaGaussianProcesses/KernelFunctions.jl#494 · 2 comments · Opened Feb 27, 2023
Define `isequal` and `==` more widely between `Kernel`s Open

Difficulty 5/5 Over a week Newbie friendliness 35/100

JuliaGaussianProcesses/KernelFunctions.jl#492 · 16 comments · Opened Feb 22, 2023
Using `ScientificTypes` for safe use Open

Difficulty 5/5 Over a week Newbie friendliness 25/100

JuliaGaussianProcesses/GPLikelihoods.jl#96 · Opened Feb 14, 2023
Latency Open

Difficulty 4/5 3-5 days Newbie friendliness 30/100

JuliaGaussianProcesses/AbstractGPs.jl#352 · 6 comments · 2 reactions · Opened Jan 5, 2023
Some parametrizations of `NegativeBinomial` can underflow `p` Open

Difficulty 4/5 3-5 days Newbie friendliness 35/100

JuliaGaussianProcesses/GPLikelihoods.jl#95 · Opened Dec 14, 2022
Incorrect docstring for `regulariser()` in oilmm.jl Open

Difficulty 2/5 1-3 hours Newbie friendliness 35/100

JuliaGaussianProcesses/LinearMixingModels.jl#53 · 1 comment · Opened Dec 6, 2022
Multistart optimization Open

Difficulty 5/5 Over a week Newbie friendliness 25/100

JuliaGaussianProcesses/ParameterHandling.jl#57 · 3 comments · Opened Nov 11, 2022
Move out some benchmark files Open

Difficulty 3/5 1-2 days Newbie friendliness 30/100

JuliaGaussianProcesses/TemporalGPs.jl#92 · Opened Nov 8, 2022
Build docs with rendered examples Open

documentation

JuliaGaussianProcesses/TemporalGPs.jl#91 · 1 assignee · Opened Nov 8, 2022
A vector, where all elements are bounded between 0 and 1, and sum(vector)=1. Open

Difficulty 5/5 Over a week Newbie friendliness 25/100

JuliaGaussianProcesses/ParameterHandling.jl#56 · 1 comment · 1 reaction · Opened Sep 3, 2022
Question on `ScaledKernel` Open

Difficulty 4/5 3-5 days Newbie friendliness 35/100

JuliaGaussianProcesses/KernelFunctions.jl#468 · 1 comment · 2 reactions · Opened Aug 24, 2022
GPR/VFE equivalence checks fail on nightly Open

Difficulty 3/5 1-2 days Newbie friendliness 35/100

JuliaGaussianProcesses/ApproximateGPs.jl#137 · 1 comment · Opened Aug 9, 2022
Designing some test fakes Open

Difficulty 5/5 Over a week Newbie friendliness 25/100

JuliaGaussianProcesses/KernelFunctions.jl#464 · 1 reaction · Opened Jul 15, 2022
Improve `expected_loglikelihood` differentiability and type-stability Open

Difficulty 5/5 Over a week Newbie friendliness 25/100

JuliaGaussianProcesses/GPLikelihoods.jl#93 · Opened Jul 7, 2022
Pseudo-marginal MCMC for non-conjugate GP inference Open

Difficulty 5/5 Over a week Newbie friendliness 20/100

JuliaGaussianProcesses/ApproximateGPs.jl#134 · Opened Jun 9, 2022
Add new general function to consider the general function `logtilt` + `logprior` Open

Difficulty 5/5 Over a week Newbie friendliness 25/100

JuliaGaussianProcesses/AugmentedGPLikelihoods.jl#98 · Opened Jun 6, 2022
Cross tests for SurrogateAbstractGPs Open

good first issue

Difficulty 4/5 3-5 days Newbie friendliness 25/100

JuliaGaussianProcesses/AbstractGPs.jl#324 · Opened May 19, 2022

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