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GAUSSIAN PROCESS + BAYESIAN OPTIMIZATION

Gaussian Process Surrogate Optimizer Lab

Fit a visual Gaussian process surrogate from sparse x:y observations, inspect posterior uncertainty, compute expected improvement, and export the recommended next experiment with SVG, CSV, Markdown notes and JSON receipt.

Reviewed 2026-06-28

Math
RBF kernelPosterior mean95% uncertaintyExpected improvementCSV exportsJSON receipt

FORMULA CONTRACT

A useful optimizer shows uncertainty, not only a winning point.

The lab uses an RBF kernel k(x,x') = sigma_f^2 exp(-(x-x')^2 / 2l^2), Gaussian process posterior equations and expected improvement EI(x). The recommended next x is the grid point with the highest expected improvement.

Read the editor guide for Gaussian process optimization