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fix bug for evaluating noise automatically for redundants points with noisy output when the inputs are mixed categorical #509

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merged 4 commits into from
Feb 15, 2024

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Paul-Saves
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@@ -435,6 +435,18 @@ def _new_train(self):
if not self.options["eval_noise"]:
self.optimal_noise = np.array(self.options["noise0"])
elif self.options["use_het_noise"]:
X = self.training_points[None][0][0]
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X and y seems to be already set at the beginning of the function and the standardization seems to be done just above. I understand there are side-effects on X above but It is quite difficult to understand the flow between mixed-variables stuff and noise management. Maybe you should add comments to explain what is going on with X and y. And how mixed-variables and noise management are related. Does it make sense to have noise on a discrete variable?

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@Paul-Saves Paul-Saves Feb 14, 2024

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The noise is either global (noise0) and can be estimated automatically (eval_noise) or it is point-wise (hétéroscedastic) and given. It do not depends on the nature of the variables.

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Ok, so my question is why do you set X and y again and standardize again? Seems like mixed-variable handling above has an impact here otherwise this is already done.

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@Paul-Saves Paul-Saves Feb 14, 2024

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Sure, I'll update on that to change the standardization position and rename variables that are different!

@Paul-Saves Paul-Saves requested a review from relf February 14, 2024 21:07
@relf relf merged commit 0c4b243 into SMTorg:master Feb 15, 2024
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2 participants