Quick Start to Gaussian Process Regression

A quick guide to understanding Gaussian process regression (GPR) and using scikit-learn’s GPR package

Hilarie Sit
Towards Data Science
6 min readJun 19, 2019

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Gaussian process regression (GPR) is a nonparametric, Bayesian approach to regression that is making waves in the area of machine learning. GPR has several benefits, working well on small datasets and having the ability to provide uncertainty measurements on the predictions.

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