Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

How to optimize kernel_size in gaussian process method? #62

Open
hiremasa opened this issue Nov 3, 2021 · 2 comments
Open

How to optimize kernel_size in gaussian process method? #62

hiremasa opened this issue Nov 3, 2021 · 2 comments

Comments

@hiremasa
Copy link

hiremasa commented Nov 3, 2021

Thank you for your great repogitory.

Let me ask one question:
According to your implementation of method="gp", I see that you specify the lower and upper bound on ‘length_scale’ as kernel_size_bounds = (0.5 * kernel_size, 2 * kernel_size) (https://github.com/hippke/wotan/blob/master/wotan/gp.py#L34).
However, when fitting(https://github.com/hippke/wotan/blob/master/wotan/gp.py#L62), you don't specify any 'n_restarts_optimizer' value and use default value zero. This means that initial kernel_size will not be changed, I think.
Reference of sklearn: https://scikit-learn.org/stable/modules/generated/sklearn.gaussian_process.GaussianProcessRegressor.html
So, when do you optimize kernel size in gaussian process method?

@hippke
Copy link
Owner

hippke commented Nov 3, 2021

I'm no expert of GPs. What do you recommend to improve the situation?

@hiremasa
Copy link
Author

hiremasa commented Nov 4, 2021

I guess it would be better to use n_restarts_optimizer=5(5 is arbitrary) of GaussianProcessRegressor's argument.

Please see: https://scikit-learn.org/stable/modules/generated/sklearn.gaussian_process.GaussianProcessRegressor.html

Edit:
Is the kernel_size unchanged during a fitting in your initial implementation?

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

No branches or pull requests

2 participants