library(reticulate) reticulate::use_condaenv("dl") knitr::opts_chunk$set(message = F, warning = F) This blog post is trying to implementing Gaussian Process (GP) in both Python and R. The main purpose is for my personal practice and hopefully it can also be a reference for future me and other people. In fact, it’s actually converted from my first homework in a Bayesian Deep Learning class. All of the equations or figures mentioned in this post can be referened in the Rasmussen & Williams’ textbook for Gaussian …