-
-
Notifications
You must be signed in to change notification settings - Fork 26.9k
Gaussian Process Kernel Gradient #14206
Copy link
Copy link
Closed
Description
Hello,
I am looking at the gradient computation in Gaussian Process Kernel module. My understanding is that there we are trying to compute
For example, the ConstantKernel has:
scikit-learn/sklearn/gaussian_process/kernels.py
Line 1013 in f339609
| 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,
scikit-learn/sklearn/gaussian_process/kernels.py
Line 1232 in f339609
| 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
Reactions are currently unavailable
Metadata
Metadata
Assignees
Labels
No labels