/Gaussian-Processes-Implementation

Gaussian Processes Implementation

Primary LanguageJupyter Notebook

Gaussian-Processes-Implementation

Implementation of Gaussian Processes regressor:

  • Provides implementaion of exponential kernel
  • Provides implementation of neural network kernel
  • Provides implementaiton of kernel sum
  • Provides implementation of GP regressor
  • Able to tune hyperparameters using maximum likelihood and leave-one-out cross validation
  • Able to tune data noise