Gaussian Processes. Li An [email protected] The Plan. Introduction to Gaussian Processes Revisit Linear regression Linear regression updated by Gaussian Processes Gaussian Processes for Regression Conclusion. Why GPs?. Here are some data points! What function did they come from?
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where is the design matrix with elements
with a weight prior
the kernel function is given by
Take account of the noise on the observed target values,
which are given by
must be positive definite.