peterroelants/peterroelants.github.io

Error in GP example with noise

baserge opened this issue · 1 comments

baserge commented

I believe there is an error in the GP example with noise. More precisely, in:
Σ11 = kernel_func(X1, X1) + σ_noise * np.eye(n1)
one should be adding sigma**2, because it is covariance matrix.

peterroelants commented

I believe you are right. I'm working to fix the post.
Thanks for flagging!