In this video we will implement a Gaussian process regressor with squared exponential kernel in Python using numpy only and code several interactive plots to visualize it. Feel free to adapt the code and get your own hands on GPRs!
Easy introduction to GPR (uncertainty models):
https://www.youtube.com/watch?v=iDzaoEwd0N0
0:00 Intro
0:43 Preliminaries
1:35 Implement squared exponential kernel
3:48 Implement GPR
12:48 Plot GPR
15:05 Draw random functions from GPR
17:08 Add points iteratively
18:07 Change parameters
LinkedIn: https://www.linkedin.com/in/nicolai-palm-97160b219/
-----------------------------------------------
Data Science to go: https://paretos.com
Complete Notebook: https://gitlab.com/youtube-optimization-geeks/uncertainty-quantification