An Intuitive Tutorial to Gaussian Process Regression

Fuente: arXiv
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1. Verfasser: Wang, Jie
Format: Preprint
Veröffentlicht: 2020
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author Wang, Jie
author_facet Wang, Jie
contents This tutorial aims to provide an intuitive introduction to Gaussian process regression (GPR). GPR models have been widely used in machine learning applications due to their representation flexibility and inherent capability to quantify uncertainty over predictions. The tutorial starts with explaining the basic concepts that a Gaussian process is built on, including multivariate normal distribution, kernels, non-parametric models, and joint and conditional probability. It then provides a concise description of GPR and an implementation of a standard GPR algorithm. In addition, the tutorial reviews packages for implementing state-of-the-art Gaussian process algorithms. This tutorial is accessible to a broad audience, including those new to machine learning, ensuring a clear understanding of GPR fundamentals.
format Preprint
id arxiv_https___arxiv_org_abs_2009_10862
institution arXiv
publishDate 2020
record_format arxiv
spellingShingle An Intuitive Tutorial to Gaussian Process Regression
Wang, Jie
Machine Learning
Robotics
This tutorial aims to provide an intuitive introduction to Gaussian process regression (GPR). GPR models have been widely used in machine learning applications due to their representation flexibility and inherent capability to quantify uncertainty over predictions. The tutorial starts with explaining the basic concepts that a Gaussian process is built on, including multivariate normal distribution, kernels, non-parametric models, and joint and conditional probability. It then provides a concise description of GPR and an implementation of a standard GPR algorithm. In addition, the tutorial reviews packages for implementing state-of-the-art Gaussian process algorithms. This tutorial is accessible to a broad audience, including those new to machine learning, ensuring a clear understanding of GPR fundamentals.
title An Intuitive Tutorial to Gaussian Process Regression
topic Machine Learning
Robotics
url https://arxiv.org/abs/2009.10862