GPflow

With Alex Matthews and many others I develop and maintain GPflow, A Gaussian process library based on TensorFlow.

GPy

In 2010 I started working on GPy. Based in part on Neil Lawrence’s matlab code, I started to make a framework for Gaussian processes in python. The aim was to facilitate reproducible research, and to give myself a platform to build future work on, with things like automatic gradient-checking built in.

Now GPy has evolved into much more than that. With the contribution of other lab members, we began to build a platform that can be used for research and teaching.

Check out the code on github

GPclust

GPclust contains effiecient code for clustering time series using Gaussian processes. It’s based on a modification to the VBEM algorithm that I wrote about here, and builds on GPy. There are notebook tutorials to go with the open source code

Hierarchical GPs

It’s possible to extend Gaussian processes into hierarchical structures to model groupings in data. The linear-Gaussian mature of the model means that the whole thing is still a Gaussian process: I wrote about this in BMC Bioinformatics.
I’ve incorporated the code for this paper into GPy. I’ve created an IPython notebook to show how to apply these ideas

Variational Inference

In 2012 I wrote about a method for doing fast optimization in Variational Bayes problems. It’s a generally applicable method, so I’ve used the code for other models also. You can find the code on github.

RNA Transcript Quantification (BitSeq)

Variational inference is useful across so many domains: we’ve recently shown how it can be aplied to count molucues from high-throuput sequencing. The paper is here and the code is now part of the BitSeq project, here.