Minimum Theta Value in Gaussian ProcessHello,
what does Minimum Theta Value mean in Gaussian Process?
The explanation is a little bit vague .
I wish to know what happens if I tweak this Min Theta Value up & down.
Can you check for me?
Thanks
Re: Minimum Theta Value in Gaussian Process The Minimum Theta Value allows you to control how small these parameters can be. One reason to change this would be so that the estimated theta values are nonzero.
When interpreting the parameters, a zero valued theta means that the input has no effect on the response. This might not be desirable in some situations. When the inputs are scaled to be in the same range, larger theta values imply the input has a larger influence. The sensitivity indices ranging between 0 and 1 indicate the influence the input has on the variance of the response. These are certainly easiest to interpret!
I hope this helps.