elastic / elastic/ml-cpp

[ML] Refactor scaling of input values in CBayesianOptimization

Open
#1,608 0 comments 0 reactions 1 assignee Claimed by @valeriy42 View on GitHub
:ml/DataFrameAnalysis >refactoring
Dominant language
C++
Stars
157
Forks
67
Avg merge
12h 48m
Merged PRs (30d)
16

Description

At the moment we are normalizing the input values by 1/(max-min) whenn adding them to the GP. We do it to improve the numerical stability of the kernel matrix. However, it leads to an logically inconsistent state, where the stored values can be outside of the min/max boundaries.

We should investigate if we can move the normalization coefficient into the theta1 kernelParameters to avoid potential errors.

Contributor guide

Open the contributing guide

Assessment

This issue has not been assessed yet.

Get new issues in your inbox

A short digest of beginner-friendly GitHub issues.