LLNL / MuyGPyS

A fast, pure python implementation of the MuyGPs Gaussian process realization and training algorithm.
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estimating sigma_sq using an rbf kernel appears to be broken #10

Closed bwpriest closed 2 years ago

bwpriest commented 2 years ago

Trying to compute sigma_sq via MuyGPS.get_sigma_optim and get_analytic_sigma (for BenchmarkGP) appears to not be working, and will produce wrong results when trying to find a known sigma_sq value. See the test cases GPSigmaSqBaselineTest and GPSigmaSqOptimTest inside of tests/optimize.py. Using "l2" rather than "F2" to create the pairwise distances appears to solve the issue in the latter case, but I am at a loss as to why.

bwpriest commented 2 years ago

Fixed by PR #16