Gaussian processes#

Gaussian process regression and classification, with kernels.

ConstantKernel

Constant kernel: k(x, y) = constant_value for every pair of points.

GaussianProcessClassifier

Gaussian process classification by the Laplace approximation.

GaussianProcessRegressor

Exact Gaussian process regression on the GPU.

Matern

Matern kernel with nu in {0.5, 1.5, 2.5}.

RBF

Radial basis function (squared exponential) kernel.

WhiteKernel

White noise kernel: adds noise_level to the training diagonal.