Gaussian Process Regression (GPR) Theano Package
This is a minimum light weight Gaussian Process Regression lib written in Python and Theano.
Theano is used for doing efficient symbolic differentiation.
This code assumes that the Theano repository was cloned in the parent folder. To clone the repo, run:
git clone https://github.com/Theano/Theano.git
To run the example file, execute:
python gptheano_demo.py
Note that Theano will compile the code the first time the examle is run, which might take some time.