Kernel Cookbook

The Kernel Cookbook: Advice on Covariance functions by David Duvenaud Update: I've turned this page into a chapter of my thesis. 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. If you're looking for software to implement Gaussian process models, I recommend GPML for Matlab, or GPy for Python. These software packages deliberately do not provide a default kernel.