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Gaussian Process Kernel Gradient #14206

@000Justin000

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@000Justin000

Hello,

I am looking at the gradient computation in Gaussian Process Kernel module. My understanding is that there we are trying to compute $$\partial{K(x,x')}{\partial \theta}$$, where $$\theta$$ is a hyperparameter. However, I am not sure that is what is computed in the code:

For example, the ConstantKernel has:

self.constant_value,

While I think instead of filling in the constant value, we should fill in just 1.

Another example is the RBF kernel,

elif not self.anisotropic or length_scale.shape[0] == 1:

I think the gradient should be further divided by the length_scale.

It seems to me that rather than computing the gradient, we are computing gradient * hyperparameter here. Am I missing something?

Thanks!
Junteng

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