GP — Gaussian Process

Fact

A model that uses Gaussian distributions to describe likely functions.

In Plain Words

A Gaussian Process is like a weather app for a squiggly line. It gives a best guess, plus a “don’t bet your lunch money” zone.

People use it for small-data regression and Bayesian optimization. It also shows how unsure each guess is.

Related Concepts

• Kernel Method
• Regression
• Model uncertainty

Kernel Method
The kernel defines input similarity in a Gaussian Process.

Regression
A Gaussian Process often does regression and gives a prediction range.

Model uncertainty
A Gaussian Process directly shows how uncertain its prediction is.