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Tutorial: Gaussian Processes

The GP tutorial suite lives under notebooks/gp/ and covers exact, sparse, classification, heteroscedastic, multitask, spectral, and deep-kernel models.

Notebook Index

Legacy Paths

The original root notebook paths are kept as lightweight compatibility stubs:

  • notebooks/GaussianProcess_Tutorial.ipynb
  • notebooks/SparseGaussianProcess_Tutorial.ipynb

Common Evaluation Protocol

Across notebooks, we emphasize calibration-first metrics:

  • RMSE
  • Gaussian NLL
  • 95% interval coverage
  • Mean 95% interval width

Each notebook uses deterministic seeds and quick default configs for CPU-friendly runtime.