Output of Predict

[altaetran]

Hi,

I noticed that the output of GaussianProcess.predict is often complex with a small imaginary component. Do you think this this something you could look into? Currently I am just using np.real() to address this, but I'm not sure if that's appropriate. Thanks

Best,

Han

[markchil]

Han:

I have noticed this on occasion when my hyperparameters stray into unphysical regions. If your hyperparameters are doing this while in a valid region, then this could point to a more subtle bug.

So I can investigate further, could you please answer the following: What covariance kernel are you using? What are some typical values of the hyperparameters that exhibit this bug? How many points are in the training data? What is the highest-order derivative you have in your training data? What is the highest-order derivative you are trying to predict? Do all orders of derivative you have looked at exhibit this behavior?

-Mark

On Aug 29, 2014, at 11:11 PM, Han Altae-Tran notifications@github.com wrote:

Hi,

I noticed that the output of GaussianProcess.predict is often complex with a small imaginary component. Do you think this this something you could look into? Currently I am just using np.real() to address this, but I'm not sure if that's appropriate. Thanks

Best,

Han

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