Gaussian Processes: A Quick Introduction

TL;DR

This paper provides a concise overview of Gaussian processes, covering their application in regression, classification, and dimensionality reduction, aimed at newcomers to the topic.

Contribution

It offers a simplified, accessible introduction to Gaussian processes across multiple applications, filling a gap for beginners.

Findings

Clarifies the fundamentals of Gaussian processes

Demonstrates applications in regression and classification

Introduces dimensionality reduction techniques

Abstract

A gentle introduction to Gaussian processes (GPs). The three parts of the document consider GPs for regression, classification, and dimensionality reduction.