SSGPR

Sparse Spectrum Gaussian Process Regression (Lazaro-Gredilla et al,2010) implementation in python. This is a state-of-the-art Gaussian Process algorithm. A very short (and sweet) tutorial on how to train the SSGPR model on data and then predict is given in the tutorial. Note if you look at the tutorial.ipynb directly on here, the tags on the headers to specify the font colors are not processed and hence it looks a little visually displeasing. I added a pdf version of the tutorial for those that do not have Jupyter and are bothered by the tags.