Hi @fonnesbeck, batching GP is currently not supported, it is still an open issue. I think that we just need to make sure kernels and conditional works with batched inputs, then given a 3D input (batch_size x num_data x num_features), batching will automatically be activated. I will try to support this feature next week. Hopefully, it is not so involved. 
For now, you can consider using GPyTorch, which supports batching out of the box.
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