Hello, I'm using Scikit-learn for Gaussian Process Regression (GPR). I'm facing a problem/confusion regarding GaussianProcessRegressor class. If gp is a GaussianProcessRegressor, the prediction is given as:
y_pred_test, sigma = gp.predict(x_test, return_std =True) After printing the y_pred_test and sigma, the y_pred_test predicted for all the data source (3 data source per each test point) at every test point. However, the Standard deviation (sigma) is predicted just a single value at each test point. I want the sigma to be predicted as y_pred_test for every data source. I've asked my query at StackOverflow at the following link: https://stackoverflow.com/questions/50185399/insufficient- output-with-predictx-test-return-std-true-in-gaussianprocessre Could you reply with an appropriate answer to this email or at the StackOverflow, please? Thank you for your time and consideration. Kindly Regards, santobedi
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