Gaussian Processes Extrapolate, Sometimes in Goofy Ways(probablymarcus.com)
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Gaussian Processes Extrapolate, Sometimes in Goofy Ways
https://probablymarcus.com/blocks/2023/03/28/gp-extrapolation-sometimes-goofy.html
1 comments
Reminds me of what happens when you try fitting a high order polynomial through some points. I'd just look at it as being overfit, but assume that's not helpful in solving the problem.