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Coding gaussian process regressors FROM SCRATCH in python

paretos 31,822 3 years ago
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In this video we will implement a Gaussian process regressor with squared exponential kernel in Python using numpy only and code several interactive plots to visualize it. Feel free to adapt the code and get your own hands on GPRs! Easy introduction to GPR (uncertainty models): https://www.youtube.com/watch?v=iDzaoEwd0N0 0:00 Intro 0:43 Preliminaries 1:35 Implement squared exponential kernel 3:48 Implement GPR 12:48 Plot GPR 15:05 Draw random functions from GPR 17:08 Add points iteratively 18:07 Change parameters LinkedIn: https://www.linkedin.com/in/nicolai-palm-97160b219/ ----------------------------------------------- Data Science to go: https://paretos.com Complete Notebook: https://gitlab.com/youtube-optimization-geeks/uncertainty-quantification

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