Standard error or standard deviation?

[crasanders]

https://github.com/facebook/Ax/blob/fa3e90587889b5c1aa3ca4cfb4aca82ca2bbd1b3/ax/modelbridge/prediction_utils.py#L16-L41

The documentation for predict_at_point says at the top that it returns the mean and standard deviation, whereas at the bottom it says mean and standard error. My reading of the code is that it returns the standard deviation (the square root of the variance). Other functions which depend on this one also reference the standard error, though. Which statistic is intended to be returned here?

[Balandat]

It returns the standard deviation. Ax is a bit sloppy about terminology in some places, largely b/c historically it has been used a lot in the context of field experiments where we have variance estimates for each observation (the observation here is the sample mean, and the standard deviation of that is the SEM, so sometimes you will see SEM used instead of standard deviation). We should clean this up and make things consistent and unambiguous throughout the codebase.

[pcanaran]

Closing this issue. @crasanders please feel free to reach out again if you have additional questions.