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Entity Embedding for Gaussian Process Regression

This code provides a method to represent categorical data by learned embedding vectors in the Gaussian Process regression of scikit-learn. Each level of the categorical variable is seen as an entity that is associated with a vector. The embedding vectors are learned from data.

Installation

Inside this folder run pip install .

Example and Usage

The file examples/MinimalExample.ipynb contains a minimal example.
The notebook requires some more dependencies:

In the folder examples run pip install -r requirements.txt.

Then run jupyter lab

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