gp predict output variance only have one dimensional

SheffieldML / GPy

Gaussian processes framework in python

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Open DragonCircle opened 5 years ago

DragonCircle commented 5 years ago

X->Y data:X=NxD target:Y=NxQ model = GPy.models.GPRegression(X,Y) model.predict(X_train)[1].shape (N,1)

I tried full_cov=True which output (NxN)

But I want NxD as variance output

How to achieve this?

ethanluoyc commented 5 years ago