Gaussian Process Demo

09/11/2020 - Jim Barrett

I was recently asked to introduce my team to Gaussian processes. In my experience, Gaussian processes are often introduced in a very abstract manner, and it took me some time to understand exactly what was going on behind the scenes.

As such, I prepared the following notebook which walks you through what is actually going on when you train a Gaussian process model. If you want to run or modify the notebook, you can download it here.