Gaussian process playground
True
f(x) = sin(3x) + 0.5x
on [-3, 3] plus noise. Plain JS GP (Cholesky), recomputed live.
Data, posterior mean ±2sd, samples
· red: where each sample has its minimum
K(X,X)+σ²I
train covariance, N×N
K(x*,X)
test rows listen to data columns
Posterior cov
diagonal = band; rest = hidden correlations
Prior cov
band width = lengthscale