Kernel Function

Infinitely differentiable, very smooth functions

k(x,x)=σ2exp((xx)222)k(x, x') = \sigma^2 \exp\left(-\frac{(x-x')^2}{2\ell^2}\right)

Kernel shape k(0, x):

Covariance matrix K(x, x′):

Hyperparameters

How quickly correlations decay with distance

Overall variance of the function

Expected noise in observations

Display Options

Click on the plot to add data points
Drag points to move them
Posterior Mean
95% Confidence
Observations
Click anywhere to add data points