AbstractGPs.jl icon indicating copy to clipboard operation
AbstractGPs.jl copied to clipboard

What is `noise_var` in documentation?

Open Moelf opened this issue 1 year ago • 1 comments

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

Moelf avatar Jun 23 '24 15:06 Moelf

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

willtebbutt avatar Jun 24 '24 09:06 willtebbutt