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Cornell class CS4780. (Online version: tinyurl.com/eCornellML )
GPyTorch GP implementatio: gpytorch.ai/
Lecture Notes:
www.cs.cornell.edu/courses/cs4...
Small corrections:
Minute 14: it should be P(y,w|x,D) and not P(y|x,w,D) sorry about that typo.
Also the variance term in 40:20 should be K** - K* K^-1 K*.