From the official documentation on PyMC3’s Gaussian Process implementation(s), and more specifically, the Marginal class: # A one dimensional column vector of inputs. X = np.linspace(0, 1, 10)[:, None] with pm.Model() as model: # Specify the covariance function. cov_func = pm.gp.cov.ExpQu…

Hi there, I wasn’t involved in designing the example, but I have worked with GPs quite a lot, so I may have some comments for you regarding your questions: Fixing the parameters for the covariance function is unusual, in my opinion. I expect that this was just a choice made to keep the documentat…

Gaussian Processes: Sampling kernel hyperparameters?

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jbuddy_13 January 15, 2021, 12:18am 2

And… crickets!

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Gaussian Processes: Sampling kernel hyperparameters?

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