Gaussian Process Regression Explained. GPR is still a form of supervisedlearning but the training data are harnessed in a subtler way. A GP is completely specified by a mean function and a.
All it means is that any finite collection of r ealizations or observations have a multivariate normal MVN distribution. The Gaussian process view provides a unifying framework for many regression meth. Gaussian Process Regression Gaussian Processes.
The material covered in these notes draws heavily on many.
In particular we will talk about a kernel-based fully Bayesian regression algorithm known as Gaussian process regression. Lets start with a distribution of all possible functions that conceivably could have generated our data without actually looking at the data. The Gaussian process view provides a unifying framework for many regression meth. For linear regression this is just two numbers the slope and the intercept whereas other approaches like neural networks may have 10s of.
