Prior over functions: Gaussian process
Published in
8 min readSep 7, 2019
In this post we discuss working of Gaussian process. Gaussian process fall under kernel methods, and are model free. Gaussian process are specially useful for low data regimen to “learn” complex functions. We shall review a very practical real world application (not related to deep learning or neural networks). The discussion follows from the talks of subject matter experts Prof Neil Lawrence and Prof Richard Tuner.
Background reading:
Multivariate gaussian distribution: A Gaussian distribution can be specified using a mean (u), variance…
