LightGP delivers a lightweight C++ library for GP regression supporting exact, matrix-free, sparse variational, and FFT-based inference on Metal and CUDA, with reported speedups over GPyTorch.
Kernel operations on the gpu, with autodiff, without memory overflows.Journal of Machine Learning Research, 22(74):1–6
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Lightweight Gaussian Process Inference in C++ on Metal and CUDA
LightGP delivers a lightweight C++ library for GP regression supporting exact, matrix-free, sparse variational, and FFT-based inference on Metal and CUDA, with reported speedups over GPyTorch.