Jan Hendrik Metzen

My personal blog on python and machine learning

Additional Kernels for sklearn's new Gaussian Processes

Starting from version 0.18 (already available in the post-0.17 master branch), scikit-learn will ship a completely revised Gaussian process module, supporting among other things kernel engineering. While scikit-learn only ships the most common kernels, the gp_extra project contains some more advanced, non-standard kernels that can seamlessly be used with scikit-learn's GaussianProcessRegressor. This post summarizes the current contents of the package and provides some examples.