:santagrin: This book was suggested by Bernd Gutmann
Terms and Conditions:
Carl Edward Rasmussen wrote:© 2006 Massachusetts Institute of Technology
Excerpts from the Introduction:
All rights reserved. No part of this book may be reproduced in any form by any electronic or mechanical means (including photocopying, recording, or information storage and retrieval) without permission in writing from the publisher.
(GPs) provide a principled, practical, probabilistic approach to learning in kernel machines. GPs have received increased attention in the machine-learning community over the past decade, and this book provides a long-needed systematic and unified treatment of theoretical and practical aspects of GPs in machine learning. The treatment is comprehensive and self-contained, targeted at researchers and students in machine learning and applied statistics.
The book deals with the supervised-learning problem for both regression and classification, and includes detailed algorithms. A wide variety of covariance (kernel) functions are presented and their properties discussed. Model selection is discussed both from a Bayesian and a classical perspective. Many connections to other well-known techniques from machine learning and statistics are discussed, including support-vector machines, neural networks, splines, regularization networks, relevance vector machines and others. Theoretical issues including learning curves and the PAC-Bayesian framework are treated, and several approximation methods for learning with large datasets are discussed. The book contains illustrative examples and exercises, and code and datasets are available on the Web. Appendixes provide mathematical background and a discussion of Gaussian Markov processes.
The book is primarily intended for graduate students and researchers in machine learning at departments of Computer Science, Statistics and Applied Mathematics. As prerequisites we require a good basic grounding in calculus, linear algebra and probability theory as would be obtained by graduates in numerate disciplines such as electrical engineering, physics and computer science. For preparation in calculus and linear algebra any good university-level textbook on mathematics for physics or engineering such as Arfken  would be fine. For probability theory some familiarity with multivariate distributions (especially the Gaussian) and conditional probability is required. Some background mathematical material is also provided in Appendix A.