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Understanding Gaussian Processes. Implementation and TF-Probability Example
- Xochipilli 8y agoThis is a short series on Gaussian Processes I've been working on for a while. It's a 3 part series: 1. Part 1 introduces the concept of Gaussian processes with the help of a simple Python implementation: https://peterroelants.github.io/posts/gaussian-process-tutorial/ https://peterroelants.github.io/posts/gaussian-process-tutor... 2. Part 2 illustrates how to practically fit kernel hyperparameters to data with the help of TensorFlow probability: https://peterroelants.github.io/posts/gaussian-process-kernel-fitting/ https://peterroelants.github.io/posts/gaussian-process-kerne... 3. Part 3 goes more in-depth in the different kernels fitted in part 2: https://peterroelants.github.io/posts/gaussian-process-kernels/ https://peterroelants.github.io/posts/gaussian-process-kerne...