The RBF kernel does some things (like casting to float for example) in __init__.
That means that calling set_params and cloning can have unexpected effects.

@jmetzen can you maybe look into this? I'm not sure if this has an actual impact on the GP.

I'm working on a simplification in clone to make it much safer in #5540. It would be great if we could have an __init__ without logic, or not rely on the set_params/get_params/clone machinery, as it doesn't work properly when doing stuff in __init__.