Gaussian Process Regression. A conceptual guide | by Alex Powell | Jan, 2021

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A conceptual guide

Synthetically generated Markov random field. Image by Author.
Randomly subsampled training points. Image by Author.
GP predictive mean at test locations or unobserved locations. The prediction resembles a smoothed-out version of the original Gaussian random field. Image by Author.
Comparison of ground truth (left), training set (middle), and prediction (right). Image by Author.

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