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Kernel Ridge result is inconsistent to Gaussian Process Regression

See original GitHub issue

Describe the bug

KernelRidge and GaussianProcessRegressor don’t give the same result even with the same hyper-parametesrs. In theory they should.

Steps/Code to Reproduce

Here is the gist.

https://gist.github.com/lucidfrontier45/2aeb965dd03dc5b82837eceaf194460c

I compared KernelRidge and GaussianProcessRegressor as well as my own Kernel Ridge implementation that use sklearn.gaussian_process.kernels.RBF and GPy’s implementation.

Expected Results

The results of the four models should be identical.

Actual Results

Only the result of sklearn’s KernelRidge is different from the others.

Versions

Linux-5.3.0-40-generic-x86_64-with-debian-buster-sid Python 3.7.3 (default, Mar 27 2019, 22:11:17) [GCC 7.3.0] NumPy 1.17.4 SciPy 1.3.2 Scikit-Learn 0.21.2

Issue Analytics

  • State:closed
  • Created 4 years ago
  • Comments:9 (3 by maintainers)

github_iconTop GitHub Comments

1reaction
jgibson2commented, Feb 24, 2020

I have no idea 😃 that’s above my pay grade.

@lucidfrontier45

0reactions
lucidfrontier45commented, Feb 24, 2020

@jgibson2

Thank you so much! Just one more question. Why currently there are two RBF implementations inside sklearn?

Read more comments on GitHub >

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