Releases: smolgp-dev/smolgp
v0.1.4
This release fixes a minor error with the PSD normalization, bringing the code into agreement with the convention used in both Solin & Sarkka (2014) and Rubenzahl et al. (2026) by removing an erroneous factor of 2pi.
v0.1.3
This release includes functionality for generalized multivariate output data y with shape (NxD), with corresponding measurement uncertainties R with shape (NxDxD). The standard case of a 1-D time series is auto-casted into the multidimensional shape, and D>1 datasets can simply be input into the noise attribute of the GaussianProcess object and the y argument for conditioning the GP.
A new tutorial (Multivariate) is also added, which uses the FF' model as an example of a parallel time series (a value and its derivative) using the new functionality with D=2.
v0.1.2
This release drops the requirement of installing tinygp from its Github source. Version 0.3.1 of tinygp has been released (https://github.com/dfm/tinygp/releases/tag/v0.3.1) which includes the Block matrix object definitions used in smolgp. This version and future versions of smolgp now require tinygp>=0.3.1.
v0.1.1
v0.1.0
smolgp v0.1.0 (Jan 29, 2026)
This is the initial release of smolgp which includes general-use functionality, tests, and initial documentation.
Highlights
With v0.1.0 of smolgp, users can:
- Build Gaussian Process models from kernels or sums/products of kernels
- Condition GPs on data (which may or may not include integrated measurements)
- Utilize parallel solvers on GPU
- Make predictions at arbitrary times
- Decompose multicomponent models into individual predictive components.
Planned upcoming features
These are in-development for a v1.0 release to match all functionality of tinygp:
- Sampling procedure using the state space definition.
- Nonzero mean functions (see Fittng a Mean Function).
- More expressive noise models (see tinygp.noise).
- Full conditioned covariance matrix as a product of the GP object
Other upcoming features
These are planned features that smolgp is uniquely capable of incorporating:
- Predictions at arbitrary times with arbitrary exposure times
- Tutorials for building models with multivariate inputs/outputs, and spatiotemporal GPs.