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Currently, the UIGP class extends the standard Gaussian Process model to handle uncertain inputs. However, it assumes that the variance (sigma_x) is the same for all input feature dimension. It would be a good idea to extend it to scenarios where we expect different variance for different input parameters.
The text was updated successfully, but these errors were encountered:
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UIGP: Allow for different uncertainty along different input feature dimensions
UIGP: Allow for different variance along different input feature dimensions
Jan 18, 2024
Currently, the UIGP class extends the standard Gaussian Process model to handle uncertain inputs. However, it assumes that the variance (sigma_x) is the same for all input feature dimension. It would be a good idea to extend it to scenarios where we expect different variance for different input parameters.
The text was updated successfully, but these errors were encountered: