A Visual Exploration of Gaussian Processes

Gaussian processes are a powerful tool in the machine learning toolbox. They allow us to make predictions about our data by incorporating prior knowledge. Their most obvious area of application is fitting a function to the data. This is called regression and is used, for example, in robotics or time series forecasting. But Gaussian processes are not limited to regression -- they can also be extended to classification and clustering tasks. For a given set of training points, there are potentially infinitely many functions that fit the data.