The Kernel Cookbook: Advice on Covariance functions
The Kernel Cookbook: Advice on Covariance functions
www.cs.toronto.edu /~duvenaud/cookbook/
If you've ever asked yourself: "How do I choose the covariance function for a Gaussian process?" this is the page for you. Here you'll find concrete advice on how to choose a covariance function for your problem, or better yet, make your own.
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