Skip to content

Squared Exponential Kernel

Learn about hyperparameters and covariograms.

Level Expert
Tags Nonparametric
Links Stan R Python Julia

Hyperparameter choices are important when working with Gaussian Processes (GPs), and understanding them better makes GPs a lot easier to reason about.

This short notebook allows you to explore hyperparameters and their influence on the covariance matrix visually and interactively (if you download the notebook and run it on your machine – until julia finally gets Web Assembly support).