Gaussian Processes (moving it from Specialized to Predictive Modeling)

[FN]

Gaussian Processes are a very powerful modeling technique in predictive analytics.

https://scikit-learn.org/stable/modules/gaussian_process.html

While JMP has GP, it is only for specialized modeling (not possible to fit using training/validation/test)

[moeckelr]

Addition of different Kernels (matern, etc) would be highly benefitial for general modellig as well.

[eryximachos]

• Kernels would be great, e.g. choosable: periodic, linear trend, noisy, smoothness-parameter and free kernels.
• Additionally it would be great if you could include the uncertainty of the input data points.
• An easy function to find the (next n) point(s) of highest variance in a specified input-range would help to find the best next experimental point(s). Of course this can by done by a script, but a menue entry for this would make it much easier for non-scripters.