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Merged
merged 25 commits into from
Jun 23, 2021
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EHN/DOC add reference and small optimizations for GPR #19952

merged 25 commits into from
Jun 23, 2021

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glemaitre
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@glemaitre glemaitre commented Apr 22, 2021 •
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related to #19939
build on the top of #19939

Add the couple of equation for GaussianProcessRegression and a link to the book.
Add small optimizations:

  • do not check for finite inputs when solving systems;
  • use original paper algorithm and only solve triangular system instead of two triangular system

@glemaitre @cmarmo
Update sklearn/gaussian_process/_gpr.py
c682f4f 
Co-authored-by: Chiara Marmo <cmarmo@users.noreply.github.com>
rth
rth approved these changes Apr 22, 2021
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One comment otherwise LGTM.

@glemaitre glemaitre mentioned this pull request Apr 22, 2021
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This is not related to changes made in this PR, but isn't there a small inconsistency between the algorithm and the implementation?

jjerphan
jjerphan approved these changes Apr 26, 2021
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LGTM. Thanks @glemaitre.

@glemaitre glemaitre mentioned this pull request Apr 27, 2021
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@glemaitre glemaitre changed the title DOC add reference GPR and equation as comments EHN/DOC add reference and small optimizations for GPR Apr 28, 2021
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Thanks!

@glemaitre glemaitre mentioned this pull request Apr 28, 2021
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@glemaitre glemaitre mentioned this pull request May 10, 2021
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@glemaitre glemaitre merged commit 7b71511 into scikit-learn:main Jun 23, 2021
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Merging this one since this is mainly documentation and additional test for uncovered code.

samronsin pushed a commit to samronsin/scikit-learn that referenced this pull request Nov 30, 2021
@glemaitre @iwhalvic
@cmarmo @jjerphan @samronsin
EHN/DOC add reference and small optimizations for GPR (scikit-learn#1…
9043029 
…9952)

Co-authored-by: Ian <iwhalvic@gmail.com>
Co-authored-by: Chiara Marmo <cmarmo@users.noreply.github.com>
Co-authored-by: Julien Jerphanion <git@jjerphan.xyz>
@sqbl sqbl mentioned this pull request Nov 9, 2022
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