Resources for Gaussian processes and Bayesian optimization

In each section, resources go in order of complexity and time required.

Gaussian Processes

1. Gortler et al. (2019). A Visual Exploration of Gaussian Processes. https://distill.pub/2019/visual-exploration-gaussian-processes/
2. Videos and tutorials from the Gaussian Process summer school: http://gpss.cc/gpss21/program
   • As a starting point, the first video "Intro to GPs" and the ones on "Kernel design" and "Representation learning with GPs" (with time, you may also look at other videos).
   • Tutorials/workshops (Jupyter notebooks): http://gpss.cc/gpss21/labs

   1. The GP bible by Rasmussen and Williams (2006): http://www.gaussianprocess.org/gpml/chapters/RW.pdf

Bayesian optimization

1. Agnihotri & Batra. (2020). Exploring Bayesian optimization. https://distill.pub/2020/bayesian-optimization/
2. Frazier (2018). A Tutorial on Bayesian Optimization. https://arxiv.org/abs/1807.02811
3. The video "Introduction to Bayesian Optimisation" from the Gaussian process summer school, day 3: http://gpss.cc/gpss21/day-3.html 
4. The Bayesian optimization book by Roman Garnett (2022): https://bayesoptbook.com/

Slack channel:

• Join and check out the #gaussian-processes channel on the lab Slack.