Install guide

Conda

To use the library, the simplest way is to install the conda package:

conda install -c conda-forge mmgp

This package comes with the default scikit-learn GP backend. Other backends are available in src/mmgp/backends and require installing additional dependencies. For the gpjax and gpy backends, gpjax, and gpy are respectively required

Remark

• The multioutput posteriori sampling is not available in the gpjax backend.

From source

To install from source, clone this repository, then add the package to your PYTHONPATH or simply do

cd mmgp
pip install -e .

All the requirements are listed in the files conda_dev_env.yml and conda_minimal.yml: use the first one is you plan to run the tests or compile the documentation.

Conda environement can be created as follows:

conda env create -n mmgp -f conda_dev_env.yml

Activate the new environment:

conda activate mmgp

And test if it is working properly:

python -c "import mmgp; print(dir(mmgp))"

To check the installation, if you used the conda_dev_env.yml configuration file, you can run:

cd tests
python -m pytest
cd ../examples
python run_examples.py --backend scikit-learn
python run_examples.py --backend GPy