/GaussianProcessRegression

Learns an underlying process via Gaussian Process Regression

Primary LanguagePythonMIT LicenseMIT

Gaussian Process Regression

License: MIT

Regression Animation

This simple python project performs Gaussian process regression, without depending on any external libraries.

Gaussian process regression involves sampling from a distribution over all functions:
FunctionPosterior

Allowing us to make predictions based on a training data set consisting of samples from the true process:
FunctionPrediction

Uncertainty

License

This project is licensed under the terms of MIT license. See the LICENSE file for more info.