Explanation of SingleTaskGP hyperparameter priors #1261
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nathanohara
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Hi all,
I wanted to ask if there are resources anywhere that give an explanation for the hyperparameter priors set on the
SingleTaskGP
. I have seen threads that mention they're designed for robust performance when inputs are normalized and outputs are standardized, but I'm wondering if there is a thorough explanation anywhere as to how the choices of priors improve the results (or if anyone wants to take a crack at it here :)). In particular, I'm interested in the purpose of the outputscale prior -- how does scaling the kernel by a constant value impact the end model fit / inference, and what advantages are gained using the Gamma prior specified by botorch?Thanks for any insights!
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