Radom Variables: Gaussian Processes, GP
摘要
GPs provide an alternative approach to the regression just addressed [1, 2]. If we consider the linear regression \(Y=\theta _0+\theta _1 X\) , Bayesian linear regression provides a probabilistic way to estimate these coefficients from the collected data, within a parametric framework. On the contrary GP represents a non-parametric approach, finding over all possible functions f(X) those consistent with the available data, that is, something like we have an infinity of parameters. Like all the Bayesian methods, it starts with some priors that are updated from the data to avoid considering all possible functions.