Lab

Gaussian process regression

Click inside the plot to add observations and watch the posterior contract around them. The sample paths use fixed random draws, so dragging a hyperparameter morphs them continuously instead of re-rolling.

k=kRBFk = k_{\mathrm{RBF}}
-4-3-2-1012340246810xf(x)click anywhere to add an observation

drag points to move · double-click to remove · click + or · to regroup kernels

Figure 1 · Exact GP posterior with mean, ±1σ and ±2σ credible bands, and three sample paths.