-In this chapter, we introduce Gaussian processes. In the introductory notebook, we start by reasoning intuitively about what Gaussian processes are and how they directly model functions. In the priors notebook, we focus on how to specify Gaussian process priors. We directly connect the tradiational weight-space approach to modelling to function space, which will help us reason about constructing and understanding machine learning models, including deep neural networks. We then introduce popular covariance functions, also known as _kernels_, which control the generalization properties of a Gaussian process. A GP with a given kernel defines a prior over functions. In the inference notebook, we will show how to use data to infer a _posterior_, in order to make predictions. This notebook contains from-scratch code for making predictions with a Gaussian process, as well as an introduction to GPyTorch. In upcoming notebooks, we will introduce the numerics behind Gaussian processes, which is useful for scaling Gaussian processes but also a powerful general foundation for deep learning, and advanced use-cases such as hyperparameter tuning in deep learning. Our examples will make use of GPyTorch, which makes Gaussian processes scale, and is closely integrated with deep learning functionality and PyTorch.
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