Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Add uncertainties where possible #86

Open
MatthewJA opened this issue Feb 16, 2017 · 4 comments
Open

Add uncertainties where possible #86

MatthewJA opened this issue Feb 16, 2017 · 4 comments

Comments

@MatthewJA
Copy link
Collaborator

Predictor.predict should return (predictions, uncertainty) (or confidence, spread, whatever). This matches the way scikit-learn deals with multiple kinds of returned prediction (see sklearn.neighbors.KDTree).

@MatthewJA MatthewJA added this to the v0.4: Regression milestone Feb 16, 2017
@MatthewJA
Copy link
Collaborator Author

Prerequisite for #80 and #50 and #71.

@MatthewJA
Copy link
Collaborator Author

Having some trouble with this and GPy. The documentation on the predict method says that it returns an array of variances (or a matrix of covariances), but it seems to just be returning nan. I can't find a fix for this.

MatthewJA added a commit that referenced this issue Feb 17, 2017
@chengsoonong
Copy link
Owner

I am not sure whether you are implementing GPClassifier or GPRegression. Classification is a bit of a beast with GPs, so I suggest to focus only on regression

@MatthewJA
Copy link
Collaborator Author

For the record, I have an in-progress version of this issue locally. Will finish that off when possible.

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

No branches or pull requests

2 participants