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Pavel Erofeev edited GPR.tex
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\section{Gaussian Processes Regression}
\label{sec:GaussianProcessesRegression}
In multidimensional regression problem we assume that $f: \mathbb{X} \rightarrow \mathbb{R}, \mathbb{X}\subset\mathbb{R}^m$ is an unknow dependency function. We are given with a so-called \textit{learning set}
$$\mathcal{D} $\mathcal{D} =
\bigl(X, Y\bigr) \left(X, Y\right) =
\bigl\{\bigl(\mathbf{x}_i, \left\{\bigl(\mathbf{x}_i, y_i =
f(\mathbf{x}_i)\bigr), f(\mathbf{x}_i)\right), i = \overline{1,
N}\bigr, \mathbf{x]}\in\mathbb{X}\}$$. N}, \mathbf{x]}\in\mathbb{X}right\}$. The problem is to construct function $\hat{f}$ from specific class $(\vecX) = \hat{f}(\vecX | D_{learn})$ для исходной зависимости $\vecY = f(\vecX)$ по обучающей выборке $D_{learn}$.
Если для всех $\vecX \in \XX$ (не только для $\vecX \in D_{learn}$) имеет место примерное равенство
\begin{equation}\label{eq:good_approx}