Questions tagged [gaussian-process]

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Can we use a Gaussian process to approximate the belief distribution at every instant in a POMDP?

Suppose $x_{t+1} \sim \mathbb{P}(\cdot | x_t, a_t)$ denotes the state transition dynamics in a reinforcement learning (RL) problem. Let $y_{t+1} = \mathbb{P}(\cdot | x_{t+1})$ denote the noisy ...
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Suitable kernels for Gaussian processes

Consider a stochastic process $\{X_t \colon t \in T\}$ indexed by a set $T$. We assume for simplicty that $T \in \mathbb{R}^n$. We assume that for any choice of indexes $t_1, \dots, t_n$, the random ...
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Interpretation of inverse matrix in mean calculation in Gaussian Process

The formula for mean prediction using Gaussian Process is $k(x_*, x)k(x, x)^{-1}y$, where $k$ is the covariance function. See e.g. equation 2.23 (in chapter 2) from Gaussian Processes for Machine ...
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Error when using tensorflow HMC to marginalise GPR hyperparameters

I originally posted on SO (original post) but was suggested to post here. I would like to use tensorflow (version 2) to use gaussian process regression to fit some data and I found the google colab ...
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Interpretability of feature weights from Gaussian process classifier

Suppose I trained a Gaussian process classifier with a linear kernel (using GPML toolbox) and got some feature weights for each input feature. My question is then: Does it/When does it make sense ...