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Gaussian Processes

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Manage episode 259975187 series 2527355
Content provided by Linear Digressions, Ben Jaffe, and Katie Malone. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by Linear Digressions, Ben Jaffe, and Katie Malone or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://podcastplayer.com/legal.
It’s pretty common to fit a function to a dataset when you’re a data scientist. But in many cases, it’s not clear what kind of function might be most appropriate—linear? quadratic? sinusoidal? some combination of these, and perhaps others? Gaussian processes introduce a nonparameteric option where you can fit over all the possible types of functions, using the data points in your datasets as constraints on the results that you get (the idea being that, no matter what the “true” underlying function is, it produced the data points you’re trying to fit). What this means is a very flexible, but depending on your parameters not-too-flexible, way to fit complex datasets. The math underlying GPs gets complex, and the links below contain some excellent visualizations that help make the underlying concepts clearer. Check them out! Relevant links: http://katbailey.github.io/post/gaussian-processes-for-dummies/ https://thegradient.pub/gaussian-process-not-quite-for-dummies/ https://distill.pub/2019/visual-exploration-gaussian-processes/
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291 episodes

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Gaussian Processes

Linear Digressions

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Manage episode 259975187 series 2527355
Content provided by Linear Digressions, Ben Jaffe, and Katie Malone. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by Linear Digressions, Ben Jaffe, and Katie Malone or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://podcastplayer.com/legal.
It’s pretty common to fit a function to a dataset when you’re a data scientist. But in many cases, it’s not clear what kind of function might be most appropriate—linear? quadratic? sinusoidal? some combination of these, and perhaps others? Gaussian processes introduce a nonparameteric option where you can fit over all the possible types of functions, using the data points in your datasets as constraints on the results that you get (the idea being that, no matter what the “true” underlying function is, it produced the data points you’re trying to fit). What this means is a very flexible, but depending on your parameters not-too-flexible, way to fit complex datasets. The math underlying GPs gets complex, and the links below contain some excellent visualizations that help make the underlying concepts clearer. Check them out! Relevant links: http://katbailey.github.io/post/gaussian-processes-for-dummies/ https://thegradient.pub/gaussian-process-not-quite-for-dummies/ https://distill.pub/2019/visual-exploration-gaussian-processes/
  continue reading

291 episodes

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