Might need someone who knows a bit about the method to comment on this.
No real idea about the hyperparameter: if left un-set it ends up as something random (0.2*sigma0) and sigma0 gets initialised in a way that I don't understand if it's not provided...
Anyway, a vector of 1s seems to work reasonably well for most problems, but some are quite sensitive to this parameter.
Might need someone who knows a bit about the method to comment on this.
No real idea about the hyperparameter: if left un-set it ends up as something random (
0.2*sigma0
) andsigma0
gets initialised in a way that I don't understand if it's not provided...Anyway, a vector of 1s seems to work reasonably well for most problems, but some are quite sensitive to this parameter.