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FIX make GPR works with multi-target and normalize_y=False #21996

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FIX make GPR works with multi-target and normalize_y=False #21996

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@glemaitre glemaitre commented Dec 16, 2021 •
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supersiding #19706

normalize_y=False was not properly working with multi-target in GaussianProcessRegressor.
It was mainly due to improper initialization of the shape of the mean and std_dev vectors.

I added tests to check the right behaviour and added a pending test from #19703

@glemaitre glemaitre mentioned this pull request Dec 16, 2021
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thomasjpfan
thomasjpfan approved these changes Dec 17, 2021
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Small comments, otherwise LGTM

@glemaitre glemaitre added this to the 1.1 milestone Jan 26, 2022
@glemaitre glemaitre mentioned this pull request Jan 27, 2022
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@Tenavi Tenavi mentioned this pull request Jan 27, 2022
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Closing in favor of #22199

@glemaitre glemaitre closed this Feb 10, 2022
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