Gaussian Processes

Dec 19, 2021 Kernel Methods 34 min read

Kernel Methods (6): Gaussian Processes — When Kernels Meet Bayesian Inference

Gaussian Processes turn kernels into a Bayesian model — posterior with uncertainty, marginal likelihood for hyperparameters, and the kernel as a prior over functions.

Dec 9, 2021 Kernel Methods 44 min read

Kernel Methods (4): Common Kernel Families — RBF, Matern, Polynomial, Periodic, and More

A tour of the kernels you'll actually use: RBF (Gaussian), polynomial, linear, Matern, periodic, sigmoid. When to pick which, hyperparameter intuition, and how kernels combine.