deepgp

Bayesian Deep Gaussian Processes using MCMC

CRAN Package

Performs Bayesian posterior inference for deep Gaussian processes following Sauer, Gramacy, and Higdon (2023, doi:10.48550/arXiv.2012.08015). See Sauer (2023, http://hdl.handle.net/10919/114845) for comprehensive methodological details and https://bitbucket.org/gramacylab/deepgp-ex/ for a variety of coding examples. Models are trained through MCMC including elliptical slice sampling of latent Gaussian layers and Metropolis-Hastings sampling of kernel hyperparameters. Vecchia-approximation for faster computation is implemented following Sauer, Cooper, and Gramacy (2023, doi:10.48550/arXiv.2204.02904). Optional monotonic warpings are implemented following Barnett et al. (2024, doi:10.48550/arXiv.2408.01540). Downstream tasks include sequential design through active learning Cohn/integrated mean squared error (ALC/IMSE; Sauer, Gramacy, and Higdon, 2023), optimization through expected improvement (EI; Gramacy, Sauer, and Wycoff, 2022 doi:10.48550/arXiv.2112.07457), and contour location through entropy (Booth, Renganathan, and Gramacy, 2024 doi:10.48550/arXiv.2308.04420). Models extend up to three layers deep; a one layer model is equivalent to typical Gaussian process regression. Incorporates OpenMP and SNOW parallelization and utilizes C/C++ under the hood.


Documentation


Team


Insights

Last 30 days

This package has been downloaded 337 times in the last 30 days. More than a random curiosity, but not quite a blockbuster. Still, it's gaining traction! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 14 times.

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The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Last 365 days

This package has been downloaded 6,160 times in the last 365 days. A solid achievement! Enough downloads to get noticed at department meetings. The day with the most downloads was May 15, 2024 with 74 downloads.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Data provided by CRAN


Binaries


Dependencies

  • Imports7 packages
  • Suggests3 packages
  • Linking To2 packages