Skip to content

Missing transpose in is_training_ill_conditioned method? #824

Description

@thartland

I see in krg_based.py the following method

  def is_training_ill_conditioned(self):
        """
        Check if the training dataset could be an issue and print both
        the dataset correlation matrix condition number and
        minimal distance between two points.
        ----
        Returns true if R is ill_conditionned
        """
        R = self.optimal_par["C"] @ self.optimal_par["C"]

Since C comes from a Cholesky factorization of the matrix R, shouldn't it be the case that R = self.optimal_par["C"] @ self.optimal_par["C"].T? That is $R=CC^{\top}$. Let me know if I'm mistaken and any comments to help clear up my confusion would, as always, be appreciated.

Metadata

Metadata

Assignees

No one assigned

    Labels

    No labels
    No labels

    Type

    No type

    Projects

    No projects

    Milestone

    No milestone

    Relationships

    None yet

    Development

    No branches or pull requests

    Issue actions