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UIGP: Allow for different variance along different input feature dimensions #70

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ziatdinovmax opened this issue Jan 17, 2024 · 1 comment
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enhancement New feature or request good first issue Good for newcomers
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@ziatdinovmax
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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.

@ziatdinovmax ziatdinovmax added enhancement New feature or request good first issue Good for newcomers labels Jan 17, 2024
@ziatdinovmax ziatdinovmax changed the title UIGP: Allow for different uncertainty along different input feature dimensions UIGP: Allow for different variance along different input feature dimensions Jan 18, 2024
@ziatdinovmax ziatdinovmax added this to the v0.2 milestone Jan 21, 2024
@ziatdinovmax
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Close via #74

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