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Gaussian Process, not quite for dummies

19 minute read

Published:

Before diving in

For a long time, I recall having this vague impression about Gaussian Processes (GPs) being able to magically define probability distributions over sets of functions, yet I procrastinated reading up about them for many many moons. However, as always, I’d like to think that this is not just due to my procrastination superpowers. Whenever I look up “Gaussian Process” on Google, I find these well-written tutorials with vivid plots that explain everything up until non-linear regression in detail, but shy away at the very first glimpse of any sort of information theory. The key takeaway is always,

A Gaussian process is a probability distribution over possible functions that fit a set of points.

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publications

Gradient Matching for Domain Generalisation

Published in arxiv, 2021

We propose an inter-domain gradient matching objective that targets domain generalization by maximising the inner product between gradients from different domains. We also derive a simpler first-order algorithm named Fish that approximates the computation of second-order derivative.

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teaching

Teaching experience 1

Undergraduate course, University 1, Department, 2014

This is a description of a teaching experience. You can use markdown like any other post.

Teaching experience 2

Workshop, University 1, Department, 2015

This is a description of a teaching experience. You can use markdown like any other post.