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What is a Gaussian Process, and when would you use one?

Gaussian Processes give predictions with principled uncertainty, which is why they power Bayesian optimization. The signal is the distribution-over-functions intuition, the kernel's role, and naming the O(n cubed) wall. Here is the answer.

Updated Aug 2026 · Grounded in real Applied AI Engineer interview loops and written to a senior-engineer editorial bar.

Gaussian Processes give predictions with principled uncertainty, which is why they power Bayesian optimization. The signal is the distribution-over-functions intuition, the kernel's role, and naming the O(n cubed) wall. Here is the answer.

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