ABSTRACT

In the last decade, Gaussian process models have become very popular in many ML applications due to their incredible flexibility. To do Gaussian processes justice, a whole book is required (see the references at the end of this chapter for a very good one!) but their popularity suggests that they are worthy of being introduced in a book such as this one. In this chapter we restrict ourselves to the basics of Gaussian process regression and classification, providing pointers to more advanced topics. Our aim is that, once you are familiar with the material in this chapter, you are ready to tackle the vast academic literature being produced in this area!