celerite is an algorithm for fast and scalable Gaussian Process (GP) Regression in one dimension and this library, celerite2 is a re-write of the original celerite project to improve numerical stability and integration with various machine learning frameworks. Documentation for this version can be found here. This new implementation includes interfaces in Python and C++, with full support for PyMC (v3 and v4) and JAX.
This documentation won't teach you the fundamentals of GP modeling but the best resource for learning about this is available for free online: Rasmussen & Williams (2006). Similarly, the celerite algorithm is restricted to a specific class of covariance functions (see the original paper for more information and a recent generalization for extensions to structured two-dimensional data). If you need scalable GPs with more general covariance functions, GPyTorch might be a good choice.
FAQs
Fast and scalable Gaussian Processes in 1D
We found that celerite2 demonstrated a healthy version release cadence and project activity because the last version was released less than a year ago. It has 1 open source maintainer collaborating on the project.
Did you know?
Socket for GitHub automatically highlights issues in each pull request and monitors the health of all your open source dependencies. Discover the contents of your packages and block harmful activity before you install or update your dependencies.
Security News
Research
The Socket Research Team breaks down a malicious wrapper package that uses obfuscation to harvest credentials and exfiltrate sensitive data.
Research
Security News
Attackers used a malicious npm package typosquatting a popular ESLint plugin to steal sensitive data, execute commands, and exploit developer systems.
Security News
The Ultralytics' PyPI Package was compromised four times in one weekend through GitHub Actions cache poisoning and failure to rotate previously compromised API tokens.
