Gaussian Processes from Scratch

Gain a deeper understanding of Gaussian processes by implementing them with only NumPy.

Introduction

Gaussian Processes (GPs) are an incredible class of models. There are very few Machine Learning algorithms that give you an accurate measure of uncertainty for free while still being super flexible. The problem is, GPs are conceptually really difficult to understand. Most explanations use some complex algebra and probability, which is often not useful to get an intuition for how these…