This package implements a Mixtures of Gaussian Process Experts model with a GP-based gating network.
Inference exploits factorisation through sparse GPs and trains a variational lower bound stochastically.
It also provides the building blocks for implementing other Mixtures of Gaussian Process Experts models.
mosvgpe
uses GPflow 2.5/TensorFlow 2.4+ for running computations, which allows fast execution on GPUs, and uses Python ≥ 3.8.
It was originally created by Aidan Scannell.
This is a Python package that should be installed into a virtual environment. Start by cloning the repo from Github:
git clone https://github.com/aidanscannell/mosvgpe.git
The package can then be installed into a virtual environment by adding it as a local dependency.
Create a new virtualenv and activate it, for example,
python -m venv mosvgpe-env
source mosvgpe-env/bin/activate
cd into the root of this package and install it and its dependencies with,
pip install .
If you want to develop the mosvgpe
codebase then install it in “editable” or “develop” mode with:
pip install -e .
See ./examples.