GopPy (Gaussian Online Processes for Python) is a pure Python module providing a Gaussian process implementation which allows to add new data efficiently online. I wrote this module because all other Python implementations I knew did not support efficient online updates.
The feature list:
- scikit-learn compatible interface.
- Efficient online updates.
- Prediction of first order derivatives.
- Estimation of the log likelihood and its derivative.
- Well documented.
- Good test coverage.
- Supports Python 2.6, 2.7, 3.2, and 3.3. Later versions are likely to work as well.
- MIT license.
The documentation can be found at http://goppy.readthedocs.org/en/latest/.
You can install GopPy with pip:
pip install goppy
Or you download the latest source distribution from PyPI, extract it and run:
python setup.py install