Gaussian Processes

Published: April 27, 2020, 1:33 a.m.

It\u2019s pretty common to fit a function to a dataset when you\u2019re a data scientist. But in many cases, it\u2019s not clear what kind of function might be most appropriate\u2014linear? quadratic? sinusoidal? some combination of these, and perhaps others? Gaussian processes introduce a nonparameteric option where you can fit over all the possible types of functions, using the data points in your datasets as constraints on the results that you get (the idea being that, no matter what the \u201ctrue\u201d underlying function is, it produced the data points you\u2019re trying to fit). What this means is a very flexible, but depending on your parameters not-too-flexible, way to fit complex datasets.\n\nThe math underlying GPs gets complex, and the links below contain some excellent visualizations that help make the underlying concepts clearer. Check them out!\n\nRelevant links:\nhttp://katbailey.github.io/post/gaussian-processes-for-dummies/\nhttps://thegradient.pub/gaussian-process-not-quite-for-dummies/\nhttps://distill.pub/2019/visual-exploration-gaussian-processes/