tslearn-team / tslearn-team/tslearn

GP module

Open
#151 2 comments 0 reactions 0 assignees View on GitHub

@rtavenar is already working on this.

Since May 22, 2020.

  • #241 by @rtavenar — open
new feature
Dominant language
Python
Stars
3.2k
Forks
384
Avg merge
3d 12h
Merged PRs (30d)
11

Description

Support for gaussian process may be a great addition to this library
e.g. normalizing sparse/irregular time series, uncertainty estimation, etc..

Regression/classification can probably be easily done similarly to the svm/svc module using sklearn, but here is an example of a more sophisticated gp library for inspiration: https://github.com/cornellius-gp/gpytorch

Contributor guide

Open the contributing guide

First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Review the open pull request #241 first, then compare its proposed scope with the existing SVM/SVC module and the sklearn and gpytorch references in the issue. The work is done when the project has an agreed, tested Gaussian process module covering the selected regression or classification use cases.

Written by the indexing model from the issue text.

Assessment

Tech stack
python, pytorch, scikit-learn
Domain
machine-learning
Issue type
Feature
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
15/100

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