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JuliaGaussianProcesses / AbstractGPs.jl

Abstract types and methods for Gaussian Processes.
https://juliagaussianprocesses.github.io/AbstractGPs.jl/dev
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What is `noise_var` in documentation? #401

Open Moelf opened 1 week ago

Moelf commented 1 week ago

https://juliagaussianprocesses.github.io/AbstractGPs.jl/dev/examples/0-intro-1d/

mentions:

We create a finite dimensional projection at the inputs of the training dataset observed under Gaussian noise with variance noise_var=0.1

Is it the same thing as alpha in https://scikit-learn.org/stable/modules/generated/sklearn.gaussian_process.GaussianProcessRegressor.html#sklearn.gaussian_process.GaussianProcessRegressor

which is the σ_n^2 in literature? https://gaussianprocess.org/gpml/chapters/RW.pdf#page=37

willtebbutt commented 1 week ago

Correct. I'd suggest taking a look at the docstrings for cov and FiniteGP.