Accounting for uncertainties in regression

[alexmars123]

Hello! I am trying to perform a regression on some noisy data. Currently I am using: GPy.models.GPRegression(X,Y,ker) , however I would like to also include the uncertainty on the Y values (which is not the same for all data points). Basically I want the model to not pass exactly through the measured points, but through a range defined by the uncertainty on Y. How can I do this? Thank you!