Large Scale Gaussian Processes using Grid-Structured Eigenfunction (GRIEF) kernels.
Made to work with python 3.4+ and latest version of GPy.
The underlying algorithms are based on the following 2018 ICML paper (found here):
@InProceedings{evans_gp-grief,
title = {Scalable {G}aussian Processes with Grid-Structured Eigenfunctions ({GP}-{GRIEF})},
author = {Evans, Trefor and Nair, Prasanth},
booktitle = {Proceedings of the 35th International Conference on Machine Learning},
pages = {1416--1425},
year = {2018}
}