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scikit-learn's Gaussian Process bug might be affecting your results

See original GitHub issue

This is not necessarily an issue with bayes_opt but it’s highly related and therefore I thought I should let you know about it.

Recently, I found a bug that I recently found in scikit-learn’s Gaussian Process module that might be affecting the results you get from bayes_opt since bayes_opt uses scikit-learn’s GP module as the surrogate model. However, in case bayes_opt only depends on the relative standard deviation values, which I think is the case, you will be safe and probably the bug won’t be affecting you that much. That’s why I asked the scikit-learn developers in one of the comments to add a flag whose False value will basically return the relative std values that are within [0, 1]. But in case bayes_opt depends on the actual values of the standard deviation it is almost certain that you need to run your experiments again once this bug is fixed.

Also, the scikit-learn developers say they are busy at the moment and who knows when they’re gonna be able to fix the issue. So maybe you can help them fix the bug and fix this issue as soon as possible.

Issue Analytics

  • State:closed
  • Created 4 years ago
  • Reactions:1
  • Comments:6 (2 by maintainers)

github_iconTop GitHub Comments

1reaction
Amir-Arsalancommented, Jan 21, 2020

The scikit-learn developers are fixing this issue. Here’s a pull request for it.

0reactions
ben-arnaocommented, Jul 14, 2020

@Amir-Arsalan This bug has been fixed. Would you mind closing the issue as to not confuse anyone? Thank you.

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