An interactive introduction to Gaussian Process Regression
The easiest way to get started is to open Intro_to_Gaussian_Process_Regression.ipynb and then click the Open in Colab button at the top of the notebook.
You can also run locally by cloning this repository, installing the requirements using either pip+virtualenv or poetry and then running jupyter lab in the root directory of this repository.
After spending a long time before finally feeling like I had gotten a good idea of GP regression, I felt I could have learned it more quickly with a more gradual and interactive introduction. This is my attempt to provide that for others.