Gaussian Processes

Advanced Introduction to Machine Learning - 10-715

Content

Introduction
- Regression
Multivariate Gaussian distributions
- Schur complement
- Conditional distributions
Ridge Regression
Gaussian Processes
- Mean function
- Covariance function
- Relation to kernels

Supplementary material

Slides in PDF

Recommended papers

Rasmussen and Williams: Gaussian Processes for Machine Learning Html and PDF