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[WIP] Compatibility with sklearn's GPR module #241

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@choltz95 you opened a PR about Gaussian Processes a while ago. I did not have time to deal with it and the PR closed automatically when I removed the dev branch from main repo. I wanted to reopen a new one so that we do not forget to have a look at GPs at some point.

@rtavenar rtavenar linked an issue May 23, 2020 that may be closed by this pull request
Base automatically changed from master to main January 26, 2021 12:41
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GP module
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