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[jamespjh]

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[sinanshi]

Hi James,
I have followed the suggestions you gave me last time, and the code has been largely modified. The major improvements including,

1. changed the ambiguous variable names.
2. modularise predict function
3. C++ implementation of predict function
4. using setup.py call cmake to build GPU predict function.
5. do test or benchmark by python setup.py test

Issues that requires the further clarification from Jose:

1. variable names in GaussianProcess.py and tests/unit_test.py.

This is not the final version, there are still many problems need to be improved, e.g.

1. some more tests
2. CPU implementation - I don't know if we should include it in the source code, maybe it will be good to write it independently.

Could you again to leave some more comments in this version (master branch), I will be very appreciated.