Introduction

The Gaussian Process Summer School will include some hands-on tutorials in which we will build some simple Gaussian process models. The tutorials will be in Python, featuring the open source GPy package that has been developed by the Machine Learning group at the University of Sheffield.

We’ll hold the labs in the same room as the talks and lunch.

Prior Python programming skills are not required, however you should ensure that you have followed the appropriate instructions for running the labs in Google Colab or Locally below.

Running Labs in Google Colab

This year, we are hosting the labs on Google Colab, a cloud-based environment that you can use to run labs in. You can run the labs in Colab from your browser, without the need to setup a python environment locally on your machine.

To access the labs on Google Colab, follow the appropriate links on the Labs page. To save any progress you make within a notebook you will need to click on the “Copy to Drive” button.

Running Labs on your Local Machine

You may wish to run the labs on your local machine. You can do this by setting up a Python environment using the following instructions. We highly recommend that you install via Anaconda, an integrated Python environment.

The following instructions will tell you how to install and setup the Python library for the tutorials, and some information on installing and running Jupyter. All labs are in a format called “notebooks”, which can be run using Jupyter. These are worksheets that can execute Python code in blocks in your web browser.

To download a notebook, click on the Download link listed on Labs. This will display the raw code for the notebook, copy and paste all of this code into a new file with the extension .ipynb on your computer, e.g. lab1.ipynb.

In a terminal window, navigate to the file’s path (using the cd command) and run the command jupyter notebook. This will open a browser window connecting to the (locally hosted) notebook server. The notebook should be visible in the file list.

Typically, Jupyter will launch the server at http://localhost:8888/tree, and you can navigate to it this way, should you accidentally close the window.

Installing Python with Anaconda

Anaconda is a distribution of the Python programming language that comes integrated with a number of precompiled libraries, and its own package and environment manager, called conda. It freely allows use of installation of packages and libraries via conda or pip. We recommend using Anaconda to manage your Python language environment, particularly if you are new to Python, and the following instructions will assume you are using Anaconda. If you are using a different Python distribution, you may have to tailor to following instructions, but you should ensure that you are using Python 3.6+.

Installing Packages

The easiest way to get a working Python environment is to install Anaconda. It is straightforward to install, but can take some time so you must make sure this is done before the lab.

  1. Download and install the free version of Anaconda from its webpage: https://www.anaconda.com/download
  2. Update Anaconda: open a command prompt or terminal and execute the following command: conda update --name base conda
  3. Download the GPSS conda environment file found here
  4. When in the same directory as the downloaded environment.yml file, create the environment for this workshop: conda env create -f environment.yml.
  5. Activate the environment: conda activate python_3_gpss.

Below are some notes on the required packages for the labs.

GPy

GPy is a Gaussian Process (GP) framework written in python, from the Sheffield machine learning group.

You can test that the installation of GPy is working by running the following in a Python shell:

>>> import GPy

If you want to check your installation, you need to run >>> GPy.tests() in the Python shell. This will run through the testing sequence.

paramz

paramz is a parameterization framework for parameterized model creation and handling. It is a lightweight framework for using parameterized models, and is a dependency of GPy.

pyDeepGP

This is the library used for creating deep Gaussian Processes with GPy.

climin

This is the library used for stochastic optimisation, and is required for the final section of Lab 2.

Emukit

This library is useful for solving, among other things, global optimization problems. It is used in Lab 3.