Commit
This commit does not belong to any branch on this repository, and may belong to a fork outside of the repository.
It seems I was wrong about the need for standardizing, Scikit-learn's implementation is sufficient and follows what the paper specifies. There are a few additional details that have surfaced as relevant: * $\sigma^2$ should not be very large (and ~100) was VERY large. With small values, it seems to pacify optimizers with more plausible outcomes. * $a$ may take values above $\frac{\pi}{2}$, even though $\theta$ will always be smaller than that. Indeed, it seems for our real dataset the optimal $a$ is indeed around $\frac{\pi}{2}$. * I haven't cracked the manipulations of the covariance plot yet, but it's clear to me now that they are indeed considering $a$ and $\lambda$. The most relevant inclusion in this commit is the repetition of the covariance plot with the covariance of predicted data, which is very encouraging. cc @jhlegarreta.
- Loading branch information