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LOOCV objective #412

Merged
merged 6 commits into from
Nov 10, 2023
Merged

LOOCV objective #412

merged 6 commits into from
Nov 10, 2023

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henrymoss
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@henrymoss henrymoss commented Nov 9, 2023

We now have the LOOCV log predictive probability metric (as discussed in the GP4ML book).

I've been using it for some fiddly kernel optimisations, so thought Id push it in

@henrymoss henrymoss merged commit bcfa18f into main Nov 10, 2023
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@st-- st-- deleted the henry/loocv branch November 30, 2023 10:03
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2 participants