Newt

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                                  `---'  

Newt is a Gaussian process library built in JAX (with objax).

Newt currently provides the following models:

• GPs
• Sparse GPs
• Markov GPs
• Sparse Markov GPs

with the following inference methods:

• Variational inference (with natural gradients)
• Power expectation propagation
• Laplace
• Posterior linearisation (i.e. classical nonlinear Kalman smoothers)
• Taylor (i.e. analytical linearisation / extended Kalman smoother)

Installation

In the top directory (Newt), run

pip install -e .

License

This software is provided under the Apache License 2.0. See the accompanying LICENSE file for details.