Understanding Gaussian Process, the Socratic Way
Published in
69 min readDec 1, 2019
Gaussian Process is a machine learning technique. You can use it to do regression, classification, among many other things. Being a Bayesian method, Gaussian Process makes predictions with uncertainty. For example, it will predict that tomorrow’s stock price is $100, with a standard deviation of $30. Knowing uncertainty is important for applications such as algorithmic trading. I have designed trading…