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Regression in GP standard deviation where y_train.std() == 0 #18318

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jnothman opened this issue Sep 1, 2020 · 2 comments · Fixed by SkuaD01/scikit-learn#3 or #19703
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Regression in GP standard deviation where y_train.std() == 0 #18318

jnothman opened this issue Sep 1, 2020 · 2 comments · Fixed by SkuaD01/scikit-learn#3 or #19703
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Bug Easy Well-defined and straightforward way to resolve module:gaussian_process Regression
Milestone
0.24.2

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@jnothman
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jnothman commented Sep 1, 2020

In #15782 (comment), @rkern writes regarding that fix:

FWIW, this broke a few downstream users where y_train.std() == 0 (e.g. only one datapoint) when being used for Bayesian optimization. This probably needs a guard for such a case (which is common in the Bayesian optimization use case)

More detail in bayesian-optimization/BayesianOptimization#243 (comment):

The normalize_y=True option which is used now divides out the standard deviation of the y data, not just subtracting the mean. When there is just one data point, this results in a NaN.
@jnothman jnothman added Bug help wanted Easy Well-defined and straightforward way to resolve labels Sep 1, 2020
@boricles
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boricles commented Sep 1, 2020

Hi, I am new. I still need a bit of time to check/review this issue, not sure right now; but I can give it a try this weekend.

@lucasplagwitz lucasplagwitz mentioned this issue Sep 2, 2020
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@boricles
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After a small dig in, I will take this.

@boricles boricles mentioned this issue Sep 13, 2020
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@cmarmo cmarmo mentioned this issue Sep 15, 2020
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@kiudee kiudee mentioned this issue Sep 18, 2020
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@cmarmo cmarmo mentioned this issue Nov 13, 2020
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@Claes1981 Claes1981 mentioned this issue Jan 2, 2021
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@cmarmo cmarmo mentioned this issue Feb 7, 2021
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@cmarmo cmarmo added this to the 1.0 milestone Feb 24, 2021
@alexanderursu99 alexanderursu99 mentioned this issue Mar 5, 2021
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@cmarmo cmarmo modified the milestones: 1.0, 0.24.2 Mar 17, 2021
@afonari afonari mentioned this issue Mar 17, 2021
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Bug Easy Well-defined and straightforward way to resolve module:gaussian_process Regression
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0.24.2
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@jnothman @boricles @cmarmo @adrinjalali