[MRG] Avoid solve_triangular computation in GaussianProcessRegressor predict when return_std and return_cov are false #31431
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…into gpr_optimisation
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Thanks for the PR! The fix looks fine. Could you do a quick benchmark with some toy data to show that this PR actually fixes the performance issue reported in #31374? |
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Reference Issues/PRs
Fixes #31374
What does this implement/fix? Explain your changes.
This PR avoids the unnecessary execution of the
solve_triangular()function inside theGaussianProcessRegressor()predict()function when the argumentsreturn_stdandreturn_covare set toFalse.A non-regression test is also implemented to check that
y_meanis returned alone (not a tuple) whenreturn_std=Falseandreturn_cov=False. This behavior also existed previously and was not covered by the tests.Any other comments?
N/A.