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Gaussian Processes

A distribution over functions, a kernel that carries the assumptions, and uncertainty that comes out of the model rather than bolted onto it.

A Gaussian process specifies what a plausible function looks like rather than fixing a functional form and estimating coefficients. The covariance function — the kernel — carries every assumption about smoothness, periodicity and growth, and predictions arrive as a mean with a variance.

Why they matter here

Kernels are closed under addition and multiplication. That closure turns the set of possible models into a grammar, which is what makes automated structure search possible and keeps the discovered model interpretable: each term corresponds to a phrase in ordinary language.

Practical constraints

Exact inference costs O(n³) time and O(n²) memory, so beyond a few thousand points you need sparse approximations or structured kernels. High-dimensional inputs degrade the notion of distance the kernel depends on; for wide tabular data, trees usually win.

The Automatic Analysis Brief

Research, tools and practical techniques for automated statistics, machine learning and AI-assisted analytics.