Gaussian Process Sandbox

Controls:

Shift + L-Click:	add Point
Left-Drag:	move Point
CTRL + L-Click:	Remove Point

Kernel:

$$K_{i,j}={{\sigma }_f}^2\exp <!--\; \; -->(-<!--\; -\; -->\frac{1}{2{\mathrm{\ell <!--\; \ell \; -->}}^2}{\Vert <!--\; \Vert \; -->x_i-<!--\; -\; -->x_j\Vert <!--\; \Vert \; -->}^p)+\{\begin{array}{ll}{{\sigma }_n}^2& i=j\\ 0& i\ne <!--\; \ne \; -->j\end{array}$$

			(Optimization)
			Min	Max
E[y]
σn
ℓ
p
σf
		Fit (Marginal)
		Fit (Leave-One-Out)
		Fit (Educated Guess)

Console: