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GoGP

GoGP is a library for probabilistic programming around Gaussian processes. It uses Infergo for automatic differentiation and inference. GoGP is built around a dual view on the Gaussian process as a stochastic process, as a probabilistic model with respect to kernel. Gaussian process instance GP, the Gaussian process type, encapsulates similarity and noise kernels, their parameters, and observation inputs and outputs: // Type GP is the barebone implementation of GP.